Mostly, you don’t use the actual rigging line to make the loop at the pin rail. The rigging is simply attached at the pin and cut off, then a separate loop is made and “hung” from the pin. As you have found, a beeswaxed line is hard to manipulate this way, so the hanging loops are made w/ line that has not been waxed. (see my post on my Connie build, near the bottom of the page, for one way to do this.)
http://cs.finescale.com/fsm/modeling_subjects/f/7/t/155174.aspx?sort=ASC&pi240=8