I would go with the "like dissolves like" rule-of-thumb, which suggests liquid paraffin; this is available at your local CVS/Walgreens etc.
Add your shavings of paraffin wax to the liquid paraffin with stirring (NO heating) until you get the consistency that you want. Try this on a small scale (maybe egg-cup of liq. paraffin) to test the hypothesis, then scale up if it works.
Please let us know the outcome !!
Regards,
JMB