Google "paraffin solvent".
Many results there include mineral spirits, xylene, and hexane.
I've never had reason to do it, but as other posters suggested, gently remove the big stuff by hand (scraper), then rinse off the rest with a solvent. Multiple light rinses probably better. Maybe follow with a scraper for the little that's left in the grain.
Some parrafin that's used medically for local heat treatments includes something like baby oil in it, and it comes off the skin a lot easier than that without it. If you try heating, as one poster suggested, maybe a quick wipe with it would help, but it may just soak in farther.
Let us know your results.

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I recently inherited a large amount of exotic woods that have been
dipped in a waxy substance, I'm assuming paraffin wax.

What is the best/easiest method to remove the paraffin?

Thanks,
Craig