Boil them and then let the water go cold. Wax will solidify and float.

Yep, that's the solution. 

Thank you SO much.

It doesn't come off easily, especially when it's ancient and dried out.

The boiling does work.  I discovered that it works a bit better if you stand the bullets up in the pan.  Make sure you have plenty of water in the pan.  I'm cleaning 160gr .321 bullets, 50 at a time in a 2 qt sauce pan and I put 2" of water over the noses.

And when Boomer says let the water get cold, he means completely cold.  Skim off some of the wax and then pick the bullets out of the water rather than trying to drain 
off the water.

Drained off the water comes out first the the wax after, and for some reason even cold the wax still has the capacity to cling to the bullets.

As usual, YMMV

Last fall I cleaned 20 yr old lube form several hundred bullets. I would boil them first and pour them into a strainer followed by more boiling water.  A few lots came clean that way, but most left a gooey mess on the bullets. I eventually laid them out on paper towels and hit them with a hot heat gun which removed the wax leaving a black tar in the grooves.  After several experiments, I found cleaning in gasoline followed by acetone was the best method.  I was hoping to sell most of them but since my local scrap yard went out of business I will probably just melt them now since they are calibers that I don't use, I would have been better off just melting the lead (sorted by alloy) and skimmed off the crud.

A few batches of the bullets I got were lubed 12+ years ago with Javelina and the lube was still nice and sticky.  I am shooting those, mostly 25 cal.  The ones with Emmerts lube had the tar like residue.  Even if you wanted to reuse the lube, it would take hundreds of bullets to produce a 1/4 cup.