Hi All,
I also have had this problem and it drove me nuts for a long while. 

However, I traced it to the use of "mold release". Some of the molds were
drying in the upright position after being dipped in "mold release"
allowing it to accumulate. When the wax was added the next day the "mold
release" was absorbed into the wax and consequently caused the sections to
explode.

When the molds were reused (on the same day) then the sections were fine.
Ever since then the molds are dried upside down and the problem has never
re-occurred.

Kevin Gibbon
Wax-it Histology Services