Hi Gary:
You might try multiple washes and clean cloth wipings using mineral spirits at first to see if the wax can be removed easily. If you need to be more aggressive, you could move to lacquer thinner, xylene, or acetone (use appropriate personal protection - goggles, gloves, well ventilated place, etc.) until the surface is devoid of wax. You may need to steel-wool and/or sand the piece again to be sure you have a good surface for the poly to adhere to. I would be sure to use a "solvent" based poly, and would avoid water-based poly products, given the linseed-oil pre-treatment the piece has already.
Rob Wallace