I would think about changing your scent to FO before changing wax to a Michael's paraffin. Reason being is Michael's paraffin is a straight pillar paraffin, with no additives, so it will shrink a lot, will not hold much scent, (usually max load on a straight non-blended paraffin is around 2-3% load before it starts to seep out) and it just doesn't mix well with other waxes. You can by all means try it out but if you really want to stick with EO's and use a paraffin, look into a candle supplier that can provide a blended container paraffin. It will be much easier to work with (and cheaper by the oz than Michael's)
Most common blend is 70/30 soy/paraffin when doing a parasoy blend.
I have found that I just cannot get EO's to throw no matter what I do in wax. Either for melts, or candles. Others have had luck, I never have.