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One trick I have used to filter the dirt is a coffee filter paper.
Found cleaning chains a real pain and usually let the chains sit for a few weeks with an occasional shake. Don't understand why you would wax the chain wheels, understand the idea that the jockey wheel center and central pins being lubricated, I just smear some grease. Should i smear some wax on the chainwheels or cogs.
Why is the paraffin wax getting dirty as the chains should be clean and dirt free. The dirt in the wax becomes a grinding paste.