Hiya Simon !
Have got the following info for you - you do not need to remove the wax. :D
Bare-root roses are dormant plants that are sold to the gardener with no soil around the roots; instead, they have moist wood shavings around the roots. Bare-root plants are sold in garden centers as "packaged" plants. Packaged as well as mail order roses may also have their canes covered with wax. This helps prevent drying while in storage or in the retail store. The wax doesn't need to be removed. It will eventually degrade and break away from the canes.
Canes on bare-root plants should be plump and green with
