What is diamond art wax for, and what can I use instead?

The wax makes the pen tip slightly tacky, so it can lift a drill and place it on the canvas. A tiny amount is enough; top up when the pen stops picking drills up.

If you run out, a small ball of reusable adhesive putty does the same job. Avoid liquid glue, which marks the drills. Replace the wax once it is worn or full of dust.