I know this is essentially a repeat of the other answers, but this is a matter of life and death, chalilah!
The floating wicks you are using are designed for OIL - not paraffin. To quote the Amazon link you provided:
FOR CHANUKAH & SHABBAT: Perfect for your Hanukah Menorah or to use to light Shabbos candles, these wicks fit almost any oil cup.
MULTI-PURPOSE: These wicks will fit in almost any oil candle cup and have many uses. From religious ceremonies and spiritual events, to soft mood lighting and emergency candle lights.
SAFE USE: Designed with your safety in mind, the lights will be put out if the wick tips over into the oil. Never leave these wicks or any flame unattended.
PREMIUM QUALITY MATERIALS: The wick is made from 100% cotton, and the cork discs are designed to keep the wicks afloat without falling into the oil. For short term use only.
Paraffin needs different lamps and different wicks! As you can see on their page for Ner Mitzvah 1 Gallon Paraffin Lamp Oil it clearly states:
- You shouldn’t use this with floating wicks or cotton wicks!
Suggestion: Replace your paraffin with oil. Any olive oil, (even the cheapest kind) will work.
Here (in Eretz Yisroel) they also sell a mix of olive and vegi oil - looks like olive oil, but is missing the Hidur Mitzva of using olive oil. It's also cheaper, but considering how little oil you need per week, may as well use 100% olive oil.
BTW: Not sure what you planned on gaining by switching from candles to paraffin; halachically you may be better off using candles than paraffin. See Kitzur Shulchan Oruch 75:3
P.S. Floating wicks will (eventually/always - depending on your luck) blacken the cups. But if you use metal wick holders, then the cups remain clean.