To "hot" embed the wire, I have the typical sprocket "pizza cutter" that I heat up with a small hot plate and slowly run it down the wires.
The hot plate is a small unit for heating up one cup of coffee so it's only about 3 1/2 inches in diameter. Gets the sprocket really hot though! You may want to wipe the melted wax off of the sprocket after you embed but before the sprocket cools. Use gloves! If you don't wipe it off, the cooled wax will seize up the sprocket. No problem though since the hot plate will melt it off the very next time you use it!