I've had this issue myself and I've been doing quite a bit of thinking on how to address it.
It seems to me that the method that would likely be used in a full production environment would either be a solvent specifically formulated for the support wax, or a heating proccess at a controlled temperature to melt the wax from the part.
Now without knowing the specific formulation of the support wax our best bet would be to do the baking method. The difficulty comes with the fact that most ovens aren't designed to heat slowly over a long period of time.
And then it hit me one morning, every one of us has a low temperature, slow heating oven. Our car dashboard.
So I tossed my waxy parts onto a shop towel on my dashboard one morning after I got to work. By lunchtime most of the wax had melted into the towel. I shuffled the parts a bit to free some support wax that wasn't draining properly and by the time my workday was over, a good 80-90% of the yellow wax was gone.
The parts were a bit softer while warm, but returned to normal once cool.
Now my parts didn't have a whole lot of nooks and crannies so YMMV, but with proper orientation for wax drainage this method -should- work for most designs.
The main concern would be to keep the parts from getting -too- hot and warping, but just cracking your car window open a bit can help mitigate the higher temperatures.