Originally Posted by
PatrickGSR94
My KHS has a quick disconnect link and I've also never had problems.
The upside I see to the OP's method is that you should never have to touch the chain. If you take it off and dip it in wax, then you have to get it out of the wax and put it back on the bike, which may or may not have a negative on the wax coating.
Once cooled the chain is pretty darn stiff--I would think installing a cooled freshly waxed stiff chain would be a pita...lots of broken chunks of wax making a mess? I like to take my bike outside for the first few spins where lots of wax gets tossed around. Again I don't see any advantage here.