I thought I posted a long paragraph yesterday about this.
Anyways, here goes again.
Adding hot wax to dry leather is one way that armor used to be made.
When I was trapping and curing hide, after I scraped all the membranes and fat off the inside and let them dry, they were hard as boards.
To get them soft, you had to start when they were still damp and pull them across something with right angles, like a board. A well anchored board. This is also when you would add your lanolin. And I would do this until it was dry. And don't forget to work the edges. This is the part of tanning that is the most physical, it usually took a couple of hours to get the hide soft enough to use for clothing.
For a smaller piece, you could use something like the edge of the table, just make sure you clean up afterwards, there is going to be lanolin everywhere. But, you will have very soft hands...
I an pretty sure that there are UTube videos showing how to do it.