If it's just for a sheath Dan, I wouldn't spoil a messtin. You'll have a hell of a job removing the wax afterward. For a sheath, I'd just use a tinfoil tray after you've eaten the beef curry from the local Chinese restaurant. You know the type, long and narrow where they put a paper lid on and crimp the sides over.
Get a turkey roasting tin and put that on the gas stove with about an inch of water in it. Place the tinfoil tray in it with enough blocks of beeswax to fill three quarters of it. If it floats around, place a pan lid over it to weigh it down. Boil the water then turn it down to a fast simmer. Put the kettle on and keep it standing by. Wax takes a while to melt so keep topping up the turkey tray with water from the boiling kettle. Don't let the tray boil dry.
Once the wax has completely melted (no white lumps left), remove the tray from the water onto some sheets of newspaper nearby. Wear rubber gloves throughout. Take your sheath and immerse it in the wax. If it can go in completely, fine otherwise you may have to do it in two halves. leave it in the wax for half a minute, or until the bubbles stop whichever is sooner.
Remove from the wax and wipe the excess off with a paper kitchen towel (don't use toilet roll as it sticks to the wax and makes a right mess). If the sheath is too long, dip one half, wipe off, turn it around then do the other half, then wipe again.
The sheath should dry, cool and harden in about half an hour. If there is a milky deposit of wax left on it, reheat the sheath in a warm oven and wipe off with more kitchen towel.
Once it's cold, slap some boot polish on like you were polishing your boots, and brush vigorously. The underlying wax will give an immediate high gloss polished finish.
Allow the wax to solidify in the tinfoil tray and either leave it there for next time, ir you can just tear the tray away to leave a large block of beeswax.
Let us know how you manage.
Eric