Where did you get the mesh bag?
From a homebrew shop. They're called "sparge bags" or "grain bags" and are used by beer and wine makers, though you can get the material (and maybe the bags) from bee supply places I believe as well.
Bees, brews and fun
in Lyons, CO
Yes, soaking the beans will help.
Cool wax melting project !
A solar wax melter works very well too. Just take a retired ice chest, add either a glass or plexiglass top, a bucket with 1-2 inches of water, and a 1/2 inch hardware cloth funnel lined with a paper towel. Kick back and let it go. No risks or expense of propane, fire hazard, scalding hot temperature, or attention time. When the sun goes down just pull out your "plug" of clean pure beeswax which is solidified and floating on the water in the bucket. Ice chest cost a buck at a flea market and the sun 300+ days a year.