Dick Blick has several multicultural art activities online and in their catalog and I was looking at the Huichol yarn painting project that was sent in by a teacher in TN.
When I tried yarn painting years ago using white glue, it was quite a mess and the kids were pretty frustrated since the yarn stuck to their fingers! In this plan, the teacher used grated beeswax which he melted with a heat gun... Hmmm....sounds like a less sticky alternative.
Would a hair dryer (on high, held close to the wax) work? I use the hair dryer to shrink wrap stuff and it does fine!