Are you sure you are using the Renaissance Wax used by the British Museum for it's metal objects? It's not regular paraffin wax. It is not meant to be heated and it does adhere to the surface of metal unlike paraffin wax. Paraffin wax dries out and separates from the metal surface leaving it looking sort of white.
The reason I use this wax is that it does not affect the surface of the metal but it does make the color of the crud darker and it blends in with the surface of the metal. It makes the surface much more uniform in color and the detail much clearer. It's made to do this and is not like petroleum jelly or other oils and grease sources.
The in really no other way to apply Renaissance Wax than to rub a little on and buff if off. That's the only way it can be done. How do you apply it?
I'll post a before and after pic to show what I'm talking about.
Daryl