Electric coffee/candle warmer
Soda straws
Metal measuring cup or aluminum foil formed into a cup
Powdered pigment: I used artist's quality pigments online from Gamblin - actually I already had some that I had bought for paint experiments.
Wax: My first experiment was with paraffin, which makes a very greasy and smudgy crayon. I read on a website devoted to rubbings that their crayons were made from carnauba wax, which was harder and enabled them to get the details from the rubbings. So I got some carnauba wax from our local Woodcraft store and tried it. It is so much better that the paraffin that I threw the old crayons away. Because it is very hard, you can get a very light line, but if you use pressure you can also get a dark line. It also has to do with how much pigment you add: if you don't put in enough iron oxide you are not going to get a dark tone even with pressure. I also use candelilla wax, which I had to order online. It is softer than carnauba but not too soft - a good choice.

Put the metal measuring cup on the coffee warmer. You may have to bend the handle up so it won't tip over. You can also fashion a quick and dirty cup from aluminum foil. Turn on the heat.

Put wax chips into the metal cup. When it is all melted into a liquid, add the dry pigment.

The first crayons I made were too light, so I remelted them and made crayons with a heavier pigment load. (You can some of the mix on a stick, let it cool off and them make some test marks before proceeding.

For my first crayons I made molds out of aluminum foil, but then I came up with what I think is a more elegant technique. Take a soda straw, fold the end over and tape it shut. Carefully pour the crayon mix into the straw and prop it upright to cool. When cool, carefully cut the straw away. If you need to reshape, refine or sharpen your crayon you can do it with a razor blade. Save the scraps so you can remelt them.

Be careful which pigments you choose - I wouldn't risk doing this with anything I thought had a high toxicity. I have used Indian Red iron oxide, Ultramarine Blue and Titanium White. If you're careful you can keep dust to a minimum, but always use caution with pigment powders. Even iron, which is a trace mineral for the body, is toxic in excess. As far as titanium dioxide goes, one would think that if it's safe enough to put it makeup, it's safe enough for something like this. But who knows?
PLEASE BE CAREFUL WITH CHEMICALS, ELECTRICITY, HEAT, HOT WAX AND RAZOR BLADES! I AM NOT RESPONSIBLE IF YOU GET IN TROUBLE!

The Indian Red crayon has a very nice color like the sanguine crayons of old. (I believe the process for those is different, and that they had a fired clay base.)

I don't know of any historical precedent for monochrome drawings in blue crayon, but I like the look.

The Titanium White crayons are great for highlighting crayon drawings or pencil drawings on toned paper.

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