Paraffin + very hot metal = instant thread release, for some reason. I don't know the exact physics or chemistry, but it has worked for me many times. Just heating the plugs will work, but adding the wax to the mix really makes a noticeable difference. I assume it gets wicked into the thread by capillary action of some type. I buy up the long tapered candles used for dinner parties when they go on sale at the big box stores. Particularly if they happen to be a little damaged, they're dirt cheap. As well as being useful for loosening tight bolts and pipe plugs, they're also useful as a stiffener for the cast bullet lube I make from wax sealing rings for toilets and automotive chassis grease. I cast and shoot a couple of thousand bullets a year, in 5 or 6 common handgun and rifle calibers.
Jerry