Dunno what 'wax like substance' they use, but if I were designing it I would use sodium acetate (vinegar+baking soda).

By adjusting the amount of water in the mixture, you can fine-tune the phase change temperature to whatever the customers like for their coffee.

It also boils above 100C so when the customer puts it in the microwave it won't burst unless they boil the cup dry.

And when the customer does break it, it's non toxic and food safe.