J.S.
I think it's basic melting and just put the crayons in an oven on low heat or a double-broiler. You can even put them in fun molds as well. I think you would need to use a non-stick spray or grease so it won't stick to the pan. If you have a plastic mold you want to pour into like a candy mold, pour the melted wax and then put in the freezer to harden. They should pop out without issue. Of course, I wouldn't use them for food/candy after that.
I remember the stained glass was made by doing shavings between waxed paper and then using an iron to melt it. Of course, be sure to put a paper towel/newspaper above and below the wax paper so it doesn't melt onto your surface or the iron.