Just about everything oily works as a wax lubricant.
I've used olive oil, butter, and other nifty preparations from Kerr,
Rio, and Matt.
I like the silicone sprays from castaldo, spritz, or Zero D Products
for a 'no muss, no fuss' solution. The spray silicone for jewelry
molds comes out as a very fine mist. Hardware stores even carry a
silicone spray lubricant, but the brand I tried came out of the spray
can in a very coarse spray.
If you're using organic or porous stones that might absorb the
lubricants, maybe it's better to use a different technique without
lubricant to get the wax fitted to the stone. I 'ruined' a very nice
spider web turquoise back in the 70's using butter as a wax release.
It was a fine sky blue and ended up a little greenish a month after
I'd set it. I know it was my fault cuz I set it and then put it
away. When I got it back out to sell at a show, its color was
Chuck from Asheville (well, today I'm in Las Cruces where the Sun is
doing its best to burn through some low clouds.)