Once the wax is completely melted, working quickly, string a piece of thread through the hole in a cookie, and quickly dip the cookie into the hot wax. Shake it a bit to take off excess wax and then hold it in the air for 15-20 seconds to allow the wax to completely dry. (I recommend laying a garbage bag or newspaper over your workspace unless you feel like scraping wax off of it for days). You only need to dip them once. Otherwise, they will start to turn whitish once the wax dries. If the wax is drying a whitish colour, your wax has cooled too much. Put it back over the water. Alternatively, you could just leave it in the water and it would never get too cool.