my my someone was having fun! but what was your new leather shoe doing.... oh, never mind.
wax melts, and at a lower temperature than water boils, so...
depending on the part of the shoe you could use an iron over any form of absorbant layer ... linen is best (think linen pillowcase), but newspaper will work. its not as absorbant so will take longer. use very thick layers, whatever you use, so iron does not scortch shoe
also just letting it set and then flaking off would probably work
In fact, I've cleaned wax of my doc martins that way in the past, with no stain left behind
not that I've ever used my precious docs....
...oh, never mind