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I did when I just started out, but not for a long time.
If the chain is wet and dirty after a wet ride I give it a quick wipe with a rag. Just stick it straight in my slow cooker of wax. I have a dedicated cheap one set up in the garage.
About 4 years on and I'm only just about to replace the wax with a fresh 500g. And that's using it across 5 bikes.
I've personally been really impressed with waxing for someone in my position (house with garage rather than flat, doesn't ride a crazy mileage per week, generally doesn't ride in poor weather). I'd recommend for anyone in a similar position.
Another one using the YBN links on Shimano 12 speed. I tend to get 600 km out of waxed chains depending on conditions. I ride them until they start squeaking. However, if I end up having to ride in the rain I'll always stick it straight in the pot of wax when I get back to avoid it rusting.