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Small pets (hamsters, gerbils) like cardboard tubes to play with and chew up.
I haven't seen that, but something similar - you take a milk carton (or other vessel), put in a wick, then fill it with ice cubes. Pour the wax and it leaves shapes where the ice melted out. Very Scifi looking.
Elmer's wood glue.
You can also get beeswax on Amazon. I got the sheet variety with the honeycomb pattern, and the kind that comes in a block. I don't recall the price but they weren't expensive.
I re-use them for shopping until they're pretty thrashed, then I use them for wastebasket liners.