How can I save crumbly cookie dough?
Part of what is going to happen during the resting period is that the moisture is going to more evenly distribute throughout your dough, and begin hydrating the starches, so that they it will become more cohesive.

Assuming there is enough moisture present, you just need to give it time.  2 hours may not be enough time--4 would be better.  Overnight would certainly be good.

If there is insufficient water, carefully distributing a few drops (maybe a tablespoon or two, maximum) before refrigerating will help, but you need to be sure this is the case.  Try letting it rest for four hours as is, and if it is still crumbly, then add some water.

Lastly, you may find that plastic wrap (sometimes called film wrap) may be easier to use than wax paper.  You want to roll your dough tightly, holding it together while it hydrates.  Normally, the two shapes that would be used would be a log (for sliced cookies) or a disk (for cookies that will be rolled out).

See also:  What does an overnight chill do to cookie dough, that a 4 hour chill doesn&#39;t?