Bar soap works until you use ferrous metals.
Beeswax is a bit sticky, but I don't recall ever experiencing problems getting it off my hands: I'm sitting here looking at a new toilet flange ring that I just poked and prodded a bit. It is sticky, but it doesn't adhere to my hands.
Probably, it's better to pick up beeswax, wing and leg parts and all, from a local beekeeper. That is not as sticky, can be easily cleaned (melt and pour through cheesecloth) if you feel a need, and works beautifully without ever drawing water to itself. That said, plain old floor wax works just fine, too. When I built my deck, I lined up about
20 screws at a time in a can of Johnson's and went from there. It worked beautifully.