Fortunately, I had very little sensory problems with my version of CIDP. I did not try paraffin baths. That’s way too much hassle for me.
However, I did buy more than one of those electric bath foot heat, vibrate, massager thingees at garage sales. They do feel good. But, I am too lazy to fill and then pour out the water for what little benefit I gained.
Try it, if it works for you, great.