Ace,
I don?t have a metal printer to bee able to do that.
I would assume the cylinder would be machined by normal means. If you could succeed in printing the geometry like you are doing I don't think you will be successful in rolling the wax with it because of the pressure it takes. The dies would flex in between the supporting web structure creating thicker and thinner wax.
Getting the sheet to flex around a cylinder is a matter of chemistry of the raw material. I don't know what materials are available to you for that printer.
The two sheet method might be your only option. The hard part with two sheets is keeping them aligned. The top sheet has to fit into the bottom. One is a negative of the other.
You still need a rolling machine with significant size rollers so that they don't bow in the middle.