Take a new wax earplug. They are relatively hard when cold. Warm the earplug in your hands. Break it into two pieces if necessary so that it is the right size for placing between your toes. Roll and mold the earplug with your fingers until it is soft and malleable.
Place the flexible wax between your toes and shape it so that it fits snugly to support the foot without pushing your toes out of alignment. This can be done if there is space between the big toe and the second toe, or for any toes where there is a gap. Experiment with your toe spacers to find a shape that is most comfortable and supportive.
You may wish to secure the toe spacers with a little tape across the knuckles and around the ball of the foot or the metatarsal joint. The tape also acts to protect the foot from friction and rubbing when dancing en pointe. However, this is optional, and the amount of padding and protection required is personal to each dancer.
Lambswool also may be used as toe spacers. Take small sections and roll it into balls to place between toes. Alternatively, use it to cushion certain toes within the pointe shoe. Through use, the wool will become more dense and will shape and harden to the contours of the foot, providing support and protection.