Originally Posted by: Playing Noyz

Should I remove the wax or is it something that really isn’t all that big of a deal (i.e. leave it alone)?

Leave it. Less chance of damaging the pickup pole pieces. Pickups are manufactured that way. The wax helps keep the coils tight to prevent microphonic feedback from vibrations.

https://www.stewmac.com/video-and-ideas/online-resources/learn-about-guitar-pickups-and-electronics-and-wiring/none-of-your-beeswax-potting-pickups-with-paraffin-.html