If you look on the Internet, warm olive oil, then a rinse in warm water and dish detergent is recommended (seriously). But I prefer another method: Dip the parts in Bestine (Heptane). Bestine is a solvent for rubber cement. As an alternative I dip the parts in Naphtha (can be purchased in large quantities in a hardware store as VM&P Naphtha or in small quantities as Ronsonol lighter fluid). Either one of these chemicals will dissolve the wax and leave the parts ready for painting/finishing.
Do not use acetone or lacquer thinner - it will make the FUD/FXD plastic brittle and they will crumble (especially thin or small cross-section parts).
When clean, the areas which were free-standing will be translucent and slightly shiny. The areas which were printed against wax supports will have rough frosted-white appearance. Usually, in the raw state the parts are not quite ready for final painting. The surface needs to be sanded/smoothed/primed.