Yeah, it were glass a razor blade would be the way to go for sure. Not sure about lexan, might scratch it.
Another way to remove wax from glass would be to Iron it with a piece of newspaper (or printer paper, whatever) inbetween the iron and the glass... the heat will melt the wax which is then wicked away from the glass by the paper. This also works GREAT on clothes (I can personally atest to that). Again though, this might melt lexan, so I don't think I'd try it on that.
Couls also try a chemical candle wax remover. But I'm not sure if the chemicals in it would react with the lexan.