Wax makes a sticky mess in short order, too.
I have shot wax out of a .357 Magnum revolver with a 6" barrel. All I needed to do was drill-out some case flash holes to a larger diameter, oil the insides of the cases, melt some wax in a pie tin, let it cool until it is about to harden and then stand the cases on their mouths in the pie tin until the wax hardened. Then I primed the cases.
But, shooting them soon makes a mess out of the barrel and cylinder, so you have to clean it out after a few cylinders full. Mineral spirits will do the trick.
These loads are actually pretty fast. You could definitely put an eye out or break a glass window with them.
I eventually bought some rubber bullets to do the same thing without the mess. But, by then I got worried about how much lead dust from the primer residues was getting on everything in my basement, so I quit.
Now that there are lead-free primers, I might try that again with the rubber bullets. But, I am through with wax - - too messy.
If you do try it, you do need to enlarge the flash holes or the primers will back-out enough to tie-up your cylinder. Just make sure that you leave enough bottom on the hole to hold the primer anvil. And, BE SURE TO NOT USE THE MODIFIED CASES WITH REGULAR LOADS WITH GUN POWDER IN THEM.