Yes, you can customise your parrafin wax by doing this. The best way to do this is to decant your wax into a lined bowl, and add the drops in, and brush on to clients hand. This way if someone is allergic to the oils, or adverse to the smell etc, you can customise for each client. Also, there is not prolonged contact of essentail oils with the bath itself.
On your profile you say you are a skin and nail geek but it only says you do spray tanning and nails so forgive me if i'm wrong, but I don't think you can use home-blended essential oils on paying customers unless you are qualified in aromatherapy i could be wrong though so check with your insurance company first. If any thing were to happen you could be held liable, better to be safe than sorry!