Jim,
I use Parafilm - see link below. They have a new(er) Parafilm Grafting film, but I've got ready access to the old Parafilm M, and it works just fine for me.
It's a thin thermoplastic film that stretches and sticks to itself, sealing in moisture, and expanding buds/shoots pop right out through it. Breaks down in UV light - though it may take a year or two to completely disappear. Much less messy than grafting wax, and you can carry it in your pocket without making a mess.
I bought a wax toilet ring gasket, years ago, but never have used it - I'm of the understanding that it works well as a grafting sealant - but I learned to graft using Parafilm as my graft sealant, and just haven't changed what worked from the outset

Here is a link that might be useful: Parafilm

Lucky is correct in my books. Parafilm is definitely the way to go. I especially like it for dormant cleft grafts like dogwood or crabapple. I started using it about 25-30 years ago and have never found a better solution.

George

took a conifer grating class at the tree farm ..

all conifers were taped with the parafilm ...

ONLY deciduous conifers and other such stock [non-conifer] were waxed ...they had a big electric banquet type dutch oven .. forgive me i just dont know the proper term ... the thing you might see green beens in at the banquet ... like an oversized crock pot with glass top ... filled with wax ... just bent the tree and dipped the graft into the wax ... sounds like overkill for a small time operation though ... god knows how many pounds of wax was in there.. i was surprised how they bent the thing to get it in .. horrified was a better term .. but the tree didnt care ...

ken

I agree on using parafilm. Thanks to lucky for the link to a selection not available here. Am anxious to try one of the new type. Al

I found great success by using hobby clay ( buy in any craft store) and kneeding in mineral oil (cheep in any drug store ) to the consistency of your liking. The mineral oil will keep the clay soft for months and will not burn the scions (and the mineral oil is good for 100's of other things.)

We use paraffin (the kind you buy at the grocery store for canning jellies and jams.) We use a metal cookie tin and melt the paraffin in the tin on a hot plate with a variable temperature control. We use a foam type paint brush to brush the paraffin on the graft. The trick is to heat the paraffin so when applied to your thumb nail it cools clear and does not burn your thumb. It should be hot but not burn and seal clear. This method is much faster than the paraffin tape. One application of paraffin on either side of the graft and you are ready for the next one.

I experience a similar difficulty using grafting wax and
found a simple solution: SAWDUST. A light layer of sawdust
on the hands allows you to handle the wax easily and leaves
the hand clean.