Yep, that always works for me too except I use something that grips much better than vise grips, I use #410 Channellock pipe pliersWith the manifolds off the car and enough stud to grab with vise grips, I heat the area to cherry red and the studs come out quite easily. Let it cool off slowly. Worked for me.
If he is talking about the the bolts that hold the manifolds to the cylinder heads. With only the heads of the bolts exposed, the wax has no real way of going down to get into the threads of the cylinder heads, where it really needs it.If you heat them up you can press a candle to the base and it will "wick" the wax into the threads.