I have used it in the past when I used to make buckeyes and never found a good substitute but I'm not a candy-maker either so I'm sure there's something.

You can temper real chocolate to make it stay firm for dipping, etc.

I use only chocolate chips for coating, nothing added, for buckeyes. It probably gets too thick faster without paraffin, but a quick warming in microwave, or just keep over hot water. It did not harden immediately like with the paraffin. if I remember right it took about an hour to get past sticky phase. I think I used Ghiardelli chips.

I have made chocolate turtles with and without wax, and I found that the ones without wax did melt quickly in one's hands and were messy to eat.

Made in a silicon Madeleine mold, with paraffin wax:

Shown mid-process without final layer of chocolate

Made loosely on wax paper, no paraffin wax.

Last version, in plastic wrap, to protect hands.

I would say that if you do not want to use paraffin wax, then you should wrap the balls individually in plastic, to protect hands. That was my solution to the problem, and it was a problem.

Also, if you use bittersweet chocolate for the coating, it is somewhat less likely to melt in hands, but only somewhat.

Tempering chocolate is a bit fiddly. the method in this link is a bit unusual in that it does not use a thermometer. https://www.chowhound.com/post/making-dipped-candies-paraffin-290746

normally id suggest using an accurate instant read thermometer. goal is to melt chocolate and then cool it to 88F i think.

alternatively, can you store the finished product in the fridge?

I did store all of my chocolate turtles in the fridge, and that was not enough. It helped that they were wrapped in plastic before storing them in the fridge (for flavor), but the ones without paraffin wax were just as bad about melting in one's hand when they were stored in the fridge. They come to room temperature rather quickly - plus they taste better at room temperature.

But don't you WANT the chocolate to be melty? Surely it's what happens in your mouth that counts and not on your hands?

I’m with Islay Corbel and don’t use paraffin because chocolate should melt, plus there’s the ick factor of eating wax. lol. The wax also helps with the viscosity of the dipping chocolate, so for that aspect I add a bit of coconut oil.

Maybe there is a difference in humidity or weather? Kentucky weather is a LOT different from Lars', I could use a little of that warmth right now. Mine were not sticky at all and I did not refrigerate. Of course, mine go directly from plate to mouth, I don't give any candy the chance to melt.

As a child, I used to chew on honeycomb because my grandmother kept bees and would give us honey that was still in the comb. I did not swallow the wax, however, although it is edible, and you can use it in place of paraffin wax in chocolate.

When I used to make a dipping chocolate I added paramount crystals.

https://www.pastrysampler.com/Questions_and_Answers/paramount_crystals.htm