This video shows exactly a way that you could follow and filter beeswax by yourself.
Step 1: Break the beeswax into smaller chunks (if it's in bulky size)
Step 2: Place the beeswax chunks into a melting pot with water
Step 3: Heat the pot carefully without burning the beeswax and let the beeswax melts thoroughly
Step 4: Hang a polyester filter bag to something strong and easy to undergo the filtering process later
Step 5: Place a container underneath the filter bag
Step 6: Pour the melting beeswax from pot into the filter bag
Step 7: Let the filtered beeswax cool and become solid again in the container
Dirt will remain in the filter bag and now you'll get your beeswax filtered!
Polyester filter with good quality is available here: