In colder weather (late fall through early spring) I heat my shop with
a barrel stove. When I'm putting the wax on a piece I apply it as
paste and then open the door to the stove and hold it in the high heat
at the open door. I rotate it till the wax melts into the piece and
the wood is warm enough the whole way through. Then I let it cool
slowly. Before I buff it I take it out into the cold for a bit to
harden the wax. It seems to give a more even coating and is easier to
bring up a good shine. If I do a second coat of wax I do it normally
without the heat.