Perhaps what’s needed here is a Bespoke Wax Ball Collector? 
The bike on this trainer is just a mule that never goes outdoors, so the wax balls are “clean”; just don’t want them being tramped round the house…
Used to have a piece of cardboard to catch the waxy crud, but it wasn’t a great look, so ordered me up a Wax Ball Collector.
Here’s some snaps of the Tacx Neo bespoke variant, in plan and in-situ:
Easy to wipe the wax balls off the catcher, every couple of weeks or so, after lubing the chain. 