One of the YouTube artists I follow, makoccino, recently did a quick video showing how you can create colourful fireworks by using the resist technique. I'll let her explain it, but then I have some alternate approaches to consider.
An alternative to makoccino's suggestion is masking fluid. If you're not familiar, this is basically a latex that you can paint on to the surface, let dry, then paint around and over it. Once you're done and the painting is dry, you can then peel it off. Trying to remove wax afterwards is a lot more tricky, so you're more likely to leave it behind.