I paint on both canvas and cradled wooden panels.
With the canvas I generally use a deep edged box canvas, for two main reasons: they can hang effectively without a frame, and as I use a roller with the wax it is important that the stretcher bars are well away from the canvas so I dont get pressure marks from the cross bar supports
The deep edges get loads of marks and build up of paint and wax,, and tgere is a decision to be made about painting them. With these 4, 2 were unpainted at the beginning,nand 2 I had painted a greyish blue at the outset. All 4 were very lumpy, fingermarked and smudged. So I painted them red and green, in a semi transparent mix of oil and wax. I wanted the history of the work to show, but them to look finished. If the eventual owner doesnt like them like this they can frame them
The wooden panels I protect with masking tape, then remove, sand and wax for a sharp finish. In these photos I have just pulled off the tape and not yet sanded and waxed the edges