[Arran]

 I figured that one would need a tube that is fairly thick and rigid, is fish paper rolled into a cylinder rigid enough? As for lugs I think I would have pulled them off of a destroyed coil or used one of those terminals that you attach to a chassis with a screw for a ground, but whatever works. I think that you could probably just dip the coil in varnish, but any sort of spray lacquer will do, or even the evil poly, or clear Krylon. Paraffin wax doesn't really work that well, it melts too easily, and finding a wax that works is tricky, bee's wax might be the closest.
Regards
Arran