Spin the chain a few times preferably outside so you don't make a mess indoors, and then index everything. At most, optimal indexing shouldn't be too far off even with wax. If you're having problems, it could be some other issue besides the chain. I'd even check the chain itself, if it's causing the problem. Even Shimano chains might not play nice with aftermarket cassettes. Recently I switched to a KMC X12 chain because it shifted better on a non-Shimano cassette, despite my Shimano chain shifting perfect on Ultegra cassettes.