I recall , back jn the eighties at my local college that we had a double wax heater with a metal sieve that was an integral part of the heater that filtered the hairs and all the other nasties out. Clearly not on a cellular level...how dreadful it was compared with today's standards.
One side of the dual heater had Azulene wax, for sensitive skin and the other just the standard creamy yellow wax. CFBS is right the warmth from the heater kept the filtered area warm so it slipped through as we were working.
I felt it took far too long and was so glad that my boss wanted the latest "Honey wax " from Depilex. It was a strip wax and compared to college days it was a very hygienic method as it was not being re used. Quite the revolution in those days, ha ha!
I use strip on myself...can't be bothered to take an age ...so I just lift my trouser leg up and do it in a jiffy.
Why bother when there are some good alternatives, try roller just on yourself , don't go back to the filter method it's too much time wasted.