Master and I do wax play all the time. W/we always use the paraffin candles, because they burn at a lower temperature than beeswax. And W/we use ones free from dyes and fragrances, because I'm not sure how my skin would react then.
Master does drop the hot wax on my clit, so the wax goes all over me there. He's never actually inserted the wax inside my vagina (He uses the ice for that).