The melting point of wax is far lower than the melting point of abs (the plastic used in the bobbins). As long as you don't heat the wax to an unnecessarily high temp, the pickups will be fine.
The plastic may buckle, not melt, its melting point is 105C
instead of hijacking this thread i will do an experiment, i have a pickup nearly ready to go, pity if it buckles.