Have them draw what they think of when they think of gentle. ie: Daddy holding a baby, Mommy putting a bandaid on your knee, petting a puppy nicely... Let them know when they are nice, they are also being gentle.
The saucepan idea is the best idea. Pour the wax into something disposable if you don't want to reuse it. I like to put the glass container back into the water and then wipe it out with a paper towel. I repeat this step about twice and wash regularly.