Yes, you can use a glass pipe, like for meth, heat the glass up with a lighter rather than putting the flame directly on your wax, try to just boil it without burning it.
A specially purposed "oil rig" is the best option. This would be something with a Titanium nail setup instead of a bowl. The simplest option would look like a tiny bong with a joint sticking out from the side (try google as outside links are not generally allowed on BL).
Another option would be a "vape pen". Basically a re-purposed ecigarette. The ones with a glass globe are very reasonably priced and work reasonably well.