I have, for years, been of the opinion that warming it is an essential part of the work. You give them a basket of pieces, they choose a color that appeals to them, you read or tell a story while they warm it in their hands, and then you model something from the story.
Now I want to do some of the exercises from Learning about the world through modeling: Sculptural ideas for school and home by Arthur Auer with my group (Hand Gestures pp.14-20, interior hand-space form p.22) and it seems that for this work, the wax should be warm and ready to go. You want them exploring their hands and then ready to look at the unique shapes made the wax formed by their own hands' curves, and I wouldn't want to stop all of that momentum to warm up your wax.
I know that there are directions for doing it online:
put the beeswax in a bowl and put the bowl on top of a warm stove
put it in very warm (but not boiling hot) water for 5-10 minutes
I was wondering philosophically what other people think.