Make sure your t-shirt is lint free, if you get bits of lint in the soft wax they're virtually impossible to remove.
I am going to order another lot of lint free cloth off eBay, it is better & not expensive.
You need to make sure the coats of wax are very thin, it's like putting moisturiser on your face, it needs to be a thin coat and worked in or it wont dry properly.
The jury really is out on the brushes, some people swear by them and others wont touch them. I think I might borrow one and give it a proper trial run. It might help to get it on thinner?
In the heat we have now your wax should be fine, but if it's 'heavy' (and I might have already mentioned this?) you can use a hair dryer on it, put some on your cloth then use the hair dryer to soften it and then aim the dryer at the piece while you put the wax on. It's a bit of a faff, but you do get a thinner coat and it's a really, really good trick in the colder months especially.
Try to get even coats of wax on and not overlap sections.
Also, I don't use the wax directly out of the tin, I scoop some out with the back of a clean spoon and put it in another dish, it stops you contaminating the wax with your cloth and it means you don't have the tin open for ages.
It should only take 1-2 hrs to dry (it will stop feeling 'tacky') then you can buff it whenever you want to really and apply another coat. I seldom do this in the same day - partly because I hate waxing so much, but mostly because I just prefer it to be totally dry/hardened.
If it's not dry (not tacky) in 2-3 hrs (unless there is exceptional humidity) then you are putting on too much wax
I think they recommend one coat on the sides etc and two on a surface but I put two coats on everything then another coat on any area that is likely to be used as a 'surface'. Possibly even a forth if I am selling it and it's likely to be used for drinks/vases/keys etc and if it's not too big an area