After many decades of research and development, We have not yet reached the promised land of worry-free membrane filtration for complex matrices that include waxes and resins. The issue with membranes is one thing: Membrane fouling. Unlike membranes that are used for water, membranes that are exposed to waxes and other cellular debris tend to foul out. When they do foul, they often need to be cleaned, back flushed or changed out leading to a high maintenance and consumable operating cost.
Another issue with membranes is that as they foul over time, their efficiency and their selectivity changes over time. Therefore a fresh filter will not be as good as an aged filter.
It is really difficult to beat a low-cost paper filter for wax filtration. You use the paper once and when it begins to foul you change it out and throw it away. Even though you will be changing out the filter often, it will still be much less expensive than having to troubleshoot a fluidic system that includes a membrane.