The charcoal "filtering" is called the Lincoln County Process. Named after the TN county Jack Daniels was established in - but no longer. It doesn't "filter" as we might assume filtering. The "new whiskey" that goes into the charcoal vats is a distillate and has few if any particles to filter out. Besides the charcoal is usually bean-sized and couldn't filter much in the nature of particulates. The process is more steeping rather than filtering. It does take out some harsh flavors and oils, for a smoother drink. It also adds color and flavor. Per Tennessee State Law, you cannot have a Tennessee Whiskey without it - well except for the legal exemption of Benjamin Prichard which does not use the process. Federally, a Tennessee Whiskey is simply a straight bourbon that is produced in the State of Tennessee - nothing about charcoal "filtering". I would think that I would not wax the interior. Being in the cup for a short time is unlikely to add much to the whiskey, but every little bit helps. If you want more, char a small barrel and let the whiskey sit in the barrel for a while (I had some small oak barrels that I used for aging wine in, but no longer have) - or put a charred piece of sugar maple or oak or two or more in a container of whiskey. I've had some moonshine, long ago, that had been aged in charred barrels, that was very nice indeed!