I use a bit of paraffin wax when I use lubrication on the plane sole.   
Using Kingshott's idea, I had a bit of cherry that I used to make a holder for 
a  slab of paraffin so that I can just drag the plane from heel to toe 
across the  wax as necessary.  I've never used the sheepskin step.  I do not  
lubricate the plane sole when doing final smoothing so there is nothing that  
might interfere with the finish application.
 
Cheers,
John
 
John M. Johnston
There is a fine line between hobby and mental  illness. Dave Barry.