It has come to my attention that the best way thus far discovered to remove excess wax from frosted detail 3D prints is to use a product called Bestine. Search the Shapeways forums for more info on ways to use the Bestine. It is usually available at Micheals craft stores. Here are a bunch of reviews of the product. Soaking for several hours in Bestine not only removes the wax but also turns the model from transparent to white. Then just takes some ordinary toothpaste and an old toothbrush and carefully brush off all remaining wax residue. Follow that with some careful sanding in stubborn areas. And lastly, clean with some soap and it should be ready for paint.