I wax fairly regularly and never have a problem with skins not sticking enough or leaving residue. My skins do fit quite tight though end to end.

I have found the same thing. I think it is to do with the glue on the skins slowly braking down and does not stay adheared to the glue side of the skins. As the many times I have pulled them apart there is always some glue that is stretched from the major glue portion and is deposited on the surface of the glue on the skin. The next time pulled off the ski this small partical may stick to skin or ski. The older the skins get the worse they get. Try cleaning your skin plastic protector often as there is a large amount of free glue on that too. By doing this you are trying to prevent less free droplets of glue sitting on the surface of the skin and help them stick to the skin protector as each time you clean it at home. After each time you clean the skin protector with a solvent make sure you wash it with soap and water so not to contaminate your skins with the solvent.

Do you wax with LF / HF or CH ? 

I read that LF / HF prevents a good glue bond. I use CH. Seems to go alright. I can see glue tracks on the base after I rip skins. Seems to ski itself away. Once in a while I improve the old glue with a medium iron (smooths the glue). then I burn the iron on max hot and wipe down with paper towels till it's clean again.