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What RichH said. The "goo-be-gone" type cleaners in the hardware store also specifically say they remove candle wax. Naphtha/benzine is of course not good stuff to breath but it or kerosene is basically what is called "paraffin oil" overseas, it does slowly dissolve waxes. Then the trick is to soak them up.
Personally I think terry cloth does the best job, has the most fibers. A toothbrush or other small brush will help clean it out of the wood grain.
You might also think about applying a clean cloth and then pressing a warm iron aginst that, it will liquify the wax and absorb it into the cloth. And, of course, there's some risk of spreading it into the teka--but that's going to happen no matter what you do.
After you get the bulk of it off, I'd use something more aggressive like acetone to try pulling the last of it out, then re-oil the teak and wait patiently for the rest to wear or bleed away.