I have to do a Hanukkah presentation at my kids school today and was trying to dig old wax out of the Menorah. After having no luck I tried the corkscrew and viola, it worked like a charm!
Push the corkscrew into each candle holder and turn like you were opening a bottle of wine. The wax will come up with each turn. Repeat till all holders are empty.
Happy Hanukkah!