What often happens when you apply multiple, uhm..*applications* (not to say "layers"

) back-to-back is that you get a build up of the oils and other ingredients that can make for a short-lived, but impressive boost in appearance (compared to one coat). Those build up but the wax itself doesn't, at least not in the sense of getting multiple times the wax of the initial application actually sticking to the paint. This was once called something like "concours waxing" because it's a good thing to do right before a show.
So it wasn't a waste of time unless you were expecting your wax to last several times as long as it would have with just one application. You put in more work and it looked better (if only for a short while).
If you want to actually *layer* wax in one sitting you oughta use a spit-shine method to mitigate the solvent action of the subsequent applications. Otherwise, yeah, it's better to wait a while, IMO it seems to work best to wait several days or even a week. Simply adding a coat of wax after each wash can work very well.
Yeah, it can be hard to keep contamination off the car depending on how clean things are in your shop. If parked outside, I'd absolutely wash it before touching it again.