ORIGINAL: G2 Shooter
I have heard not to use leather. The thought process is to heat up the wax so it melts and makes it easier to get in between the strands. The problem is, too much heat may damage your string. I just use my fingers and work it in really well. If you have access to a bow press, that makes it easier to get in between the strands.
Wow. That seems like you'd have to have some serious action for enough heat to damage your string. My strings have held up quite nicely. The last set I changed only because the cable was frayed and the string was 3 years old. The pro shop is the one who gave me the leather and said that's what to use. Of course maybe they were trying to stir up some string replacement business