I have literally just waxed my board with a normal clothing iron and it worked a treat! Start on a low temp (nylon/silk) and progressively move up to the wool mode and it should be absolutely fine. Just don't let the wax smoke!
I use a $7 iron from walmart. Works just fine, have never experienced smoking or anything - it doesn't have many holes, just a few around the top, but I don't think they make a difference anyway. Mine is set right on the line that separates wool and cotton.
Edit: Just realized this was an old thread brought back from the dead. Whoops.