Gents, this is one of those threads that we should stick with the topic. A member has a legit question.
OP, I'd use oil. But, wax is only wax. I wouldn't use something like a minwax wood finish, but maybe some bow string wax. To remove, heat and wipe. I have NO IDEA how it could react to the finish though. I know I've gotten some gnarly crap on guns and (hydraulic fluid, brake fluid, blood, mud, paint, food...) And never had much problem since I cleaned it off quickly.
Here's an idea. Get a piece of carbon steel, such as a saw blade, cold blue it, wax it, and see what happens. It'll probably be safe.