Hold an ice cube on the wax. It will make it brittle and easy to crumble off.
Jo
(PS, make sure the wax did not burn him, as burns can be VERY painful. Learnt that one the hard way!)
Edited to add: Run lots of cold water over the area to prevent the wax from burning the dogs skin. Remember, they feel pain like we do, they just can't tell us.
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