If you dip (or paint) your cheese with wax and end up with ugly drips, blotches or smears, try what the candle-makers do to repair aesthetic damage -
carefully use a heat gun, but dont hold it too close or for too long. This wont return wax to an impeccable finish, but it does a pretty good job.
You can find heat guns in hardware and craft stores. The less expensive craft store ones are more than hot enough to melt/repair wax. I got mine using a 40%-off Michael's coupon.
Also, I read here someplace that someone had re-melted old candles to dip their cheeses. Not sure that's a good idea since many candle makers add various additives to make the wax do what they want for things such as hardness, opacity, color, scent, and better burning. Many commercial candles are also imported from places with a poor ingredient-safety track records.