Thermal energy storage (TES) has been a significant contributor to energy efficiency and solar energy sources on the macro-scale for decades. Recently, there has been increased interest in this energy storage technique for small-scale applications. Such applications present an opportunity for solutions that interface with devices like thermoelectric generators operating at lower temperature thresholds, near 100 °C, applied toward thermal energy scavenging or similar energy sources. This work investigates the fabrication and performance of thermal energy storage on millimeter-scales. Inexpensive and readily available paraffin wax is sourced as the base thermal storage material, storing energy via phase transformation from solid to liquid states. One limiting parameter of TES is thermal conductivity of the wax. Therefore, enhancement is investigated through two strategies: (1) a design-based approach of integrating capillary heat pipes with the wax, and (2) a materials-based approach in which a hierarchical hexagonal boron nitride (h-BN) nanomaterial serves as a thermally-conducting scaffold within the wax to form a novel phase change material (PCM) composite. Both approaches indicate significant thermal conductivity enhancement as compared to the baseline wax. The maximum achieved was 8.2 W/mK for capillary tube-based TES devices. However, the capillary design showed tendency to overheat and “dry out.” Thermal conductivity was reduced to 1.5 W/mK during this phenomenon. By contrast, the h-BN approach achieved approximately 1.0 W/mK and was not prone to dry out, but did show significant sample variability. The h-BN showed great promise in microfabrication automation settings, however, with significantly reduced volumetric loss to the base PCM.