i scrape my skis into a big trash can with a lid that locks(i bought the can for this so there was no trash in it) after i have a god pile of scrapings i put them in an old pot and heat the wax on the stove till its liquid, then turn the stove low enough to keep the wax liquid. i let it sit with out touching it with a lid on the pot for about 30 to 45 minutes, then i turn the stove off(with out touching the the pot or opening the lid) and let it cool for a few hours or over night. when the wax is totally solid i take it out of the pot and cut the bottom off(this contains all of the dirt) and what is left is a clean brick of all temurature wax(and since i wax race skis with race wax the left over brick is pretty fast) i only use this on park, beater, and old skis
i have heard of people poring the liquid wax through cheese cloth to purify it