Anthracite? Is it a VW?
If you are getting lots of residue in all the crevices, you might be applying too much wax. There is no avoiding gettting some residue, but if you are getting it all over, something sounds odd. If you are using a liquid wax, it's easy to slip and end up pushing liquid wax into a crevice. It helps if you first begin to apply the wax in the center of the panel so when you get to the edges, there is less product to make its way into the crevices.
If you do have wax residue, I first try to use the edge of a MF or my fingernail behind a MF to remove it. If that doens't work, a soft tooth brush and some QD works well. As a last resort, I will use a tooth pick.
Michael