I use plastic wrap. Wax on a critical bonding surface scares me. I'm sure with proper cleaning it is not a problem but I just avoid it.
Epoxy is the glue of choice for veneers. Hint: If you buy it at Wal-mart (at least the one near me) then it is not the right epoxy. You need a thin viscosity, long pot life epoxy. I like West but it would be best for you to try several and use what works best for you. Some use white or yellow glue. I've tried it but it just puts too much moisture into the veneers. Even letting them sit in the press for a few days the veneers still wanted to curl after I took them out. When it comes to good veneer work flater if better.