I've had amazing results using (not sure what it's called specifically) but basically e-juice that's made with THC instead of nicotine, and smearing that on the outside of a blunt, and then rolling a king size RAW around the (what I call) oil and letting it dry out for 30-45min. So basically rolling a blunt, smearing it with oil, double-rolling with a RAW and letting dry out.
Burns forever, tastes SO literally sweet, and it's an amazing head-high. Like, fucking amazing.
Wax is a bit tougher because it's so much more viscous, but it's still doable. The problem is with wax it seems best to put a line on the inside before you add weed and roll up, and, for, me, that tends to end up in a really sloppy J. I prefer to add that extract at the and of the process, and then cover it up with a slim rolling paper so I can at least trick myself into thinking I'm not losing too much smoke.
Added-bonus: when you do this with blunts, you can maneuver the additional RAW paper to make the expose blunt-tip look like a cigarette from afar. Up close it's definitely noticeable, what with it being a greenish-brown cigarette, but from afar it looks more like white on brown than greenish/khaki on brown.
Also, it's pretty much a waste either way. I've only done it with wax because I had a shit-ton at one point (still some left, matter fact), a dab pen but no rig and I wasn't really diggin' the dab pen so I decided to get creative. The oil I just had an excessive amount of and my pen busted, so I did what I had to do and truthfully prefer using it to cover a blunt than I do in my KandyPen or ego Twist or whichever is for which.
Wanna go for a real head-knocker, before you re-roll your blunt with an extra RAW, sprinkle kief all over the oil (or fine shake if that's all ya got). MMMMMMMM this thread's giving me ideas for today. Just remember to leave like an inch at the end dry so that you can have a clean mouthpiece to hit from.
I've also done this with cigarettes, both wax and oil. Slight head highs, but it felt like the filter was working against me (obviously) and that I was losing a ton of smoke to the open air, which is what gave me the idea of double-rolling when I do it with blunts.
