Yep, I've used beeswax.
We made what's described as the "Best Wad Lubricant" in Gatofeo's sticky So you want a cap and ball revolver. Already had paraffin with the canning supplies. We used to keep bees and still have a carton of wax starter sheets. The rub was getting the sheep tallow -- when I tried Dixie they were out. We had to wait until after the country fair's animal auction -- then the butcher saved us some lamb suet. We rendered the suet into tallow and then cooked up some lube. Gatofeo was correct, the stuff is very nice -- great for wads, but too stiff for an over-ball lube.