That doesn't matter as long as it is incompressible moosh, like most liquids. In fact if there are any gaps in the lands, getting seome wax squeezed into them can do only good. When the practice was in common use, in the 1870s, they used a tight-fitting card wad both before and after the wax. I think the one behind the bullet would be important to prevent inconsistent adhesion.
You don't need to find sheets of it, as what you get by melting wax on top of hot water, and letting it solidify is very satisfactory. Beeswax is good, or whatever sort of wax it is that they use to coat cheeses. I'd avoid carnauba, for it is liable to be crushed to powder by the first impact. I still have sheets of soft but high-temperature wax which I bought long ago from
https://www.mcmaster.com/# , which is used for investment casting models etc. Mine is 1/16in. and 3/16inn. thick, and self-adhesive on one side. I've never used them for this or anything else - you know how it is - but they should be just about ideal.