Exactly, Carlos. That last step of wiping it down? Yeah I did that too. Especially easy when the wax is just starting to cool off. Paraffin for the win!
I have some of those nice skinny and curved brushes to clean between the cogs.
I used to use citrus cleaner on all my bike stuff. We had gallon jugs at work that nobody used, and it was a shame to leave it sitting on the shelf like that.