A few pointers:
1. Make sure there is no hair where you want to have wax. It's a pain to get out of hair.
2. The lower the melt point on the wax the less likely you are to be marked. People with very sensitive skin can have red spots that last for a few hours to one day with the standard paraffin wax most of us use in session. Soy candles have a very low melt point and are more sensual than painful. you can request this for session and the Domme might accommodate.
3. Oil of any kind is very good at removing wax residue from the skin. Vitamin E, coconut oil, even mineral oil. Then just shower and you should be good as new.