I use wax paper all the time when making tshirt quilts to help the vinyl/painted parts slide when quilting around the designs and have never had a problem with wax getting on my needle or anywhere else.
I don't use heat near it, so it hasn't ever gotten on a fabric or anything.
I can't see thru the freezer paper well enough to do the quilting around the design, but the wax paper works great!!!!
Maybe it's because I buy the less costly store brands that I don't get a wax build up on my needle or machine, but I watch carefully for this, since others have mentioned having had a problem with it.