You really do need grout for your backsplash, for a proper job that is waterproof and easy to clean. Having said that, I once did a "just for now" refreshing of my tiny kitchen to hold it over for a while until I could afford to totally gut it and start over. I didn't want to bother grouting in some inexpensive tiles as a backsplash because I thought they would only be there for a short time. I painted the backsplash area a similar colour to the tiles, so the stark white plaster would not show through the cracks between the tiles and then lightly glued the tiles to the wall, butting them up directly to one another. Little did I know that I was about to get laid off from my job and it would be 8 years before I could afford to do the renovation I desired. The ungrouted tile backslash held up beautifully and because I was careful, remained dry and clean for that whole time. I just finally did the kitchen reno this past winter and they stayed stuck tight to the plaster as I tore it out. :-)

If it is untreated and has nothing on it whatsoever there are many options. I have just put down unfinished wide oak planks and have treated them with a white Osmo tinted oil. You can brush it on and leave it or you can remove the excess after 20 minutes to give a sunbleached look. You then apply a coat of Osmo clear and you are done. The Osmo website gives lots of technical support and they are generally very good quality products. http://www.osmouk.com/sitechapter.cfm?chapter=61&page=234

I think you need to prime it with something that can block wax. I had a problem trying to paint over a lot of varnished ceilings in our new house recently with the varnish bleeding through. I tried a number of water based primers which didn't really work, with the stains bleeding through. I found that Zinsser BIN worked best, and it has a good reputation for blocking most stains. It's pricey and being shellac based, stinks like a pint of Bailey's and vodka. But it works. You'll need meths to clean the brush, or just use an old brush. I've kept the brush in cling film, and even when the brush stiffens up will soften up once you start painting with the BIN again. A cheaper option is to try an oil based primer which should in *theory* block the wax. I'm not a fan of oil based paints, so can't vouch for this. You could also sand right back to remove the paint and wax, but that's a lot of effort!

Could it be because it’s not even where you took off the other layer? Did you sand it off the same?