I have one of those wax burners plug-ins and the wax got spilled all of the wall
Scrape off what you can. Use a blow dryer to soften and wipe off.
I would do the opposite. Leave it thick and ice it so that it pops off. You may need to use both techniques. Ice first, then heat.
Both of those suggestions might work, but what I would do is get the excess wax off, then using paper towels and an iron, iron the paper towels over the wax. The paper towels soak up the wax. You might have to repaint if the wax leaves a stain, but it should work ok. It used to work for crayons when my kids were little (a long, long time ago).
Brown paper bag works well too. I use a paper sack and an iron when wax is spilled on the carpet. Works great.