A few months ago this came up, and I checked threads over at Amity since I remembered people there trying to make them. What I found was that the crafty folks at Amity had tried several recipes and methods and basically thought none of them worked.
Here's a link someone else posted here at MDC awhile back:
http://www.recipegoldmine.com/childp...ildpaint29.htm
which for all I know is one of the ones someone tried and had no luck with.
You might also try the "search this forum" button in the upper right corner and type in "beeswax crayons" to see if anyone has any more links -- that's how I found the above link, but I only zipped through the first couple of pages of hits, so there may be some fabulous old posts on the topic.
I usually buy Stockmar online. There's a yahoo group run by Greentaramama where she runs buying co-ops on art supplies a few times a year. Also, some of the Waldorf-related yahoo groups I'm on have members who run homebased businesses selling Stockmar, etc., and they'll offer discounts occasionally.
I'm trying to remember where I've seen soy ... they seem to pop up in surprising places, like maybe Meijer grocery store used to carry them.