Many thrift stores throw away used candles because these don't sell very good and take up shelf space. Ask a few stores to save used candles for a small donation. While you're there picking up the candles, look around for a used electric skillet welt the wax. Very carefully stick end grain into the melted wax (long enough to get the wood warm so the wax will stick). Try not to get the wax so hot that it can cause 2nd or 3rd degrees burns if it splashes. Also, do this outside or over a protective surface in order to keep any wax splatters off your shop floor.
If a turning is too difficult to coat with wax then I use AnchorSeal or School glue with a brush. Tip: Wait for back to school sales to find school glue at 10 Cents a bottle at Walmart.