Hi, I am a newcomer to the Shamisen but have learnt a lot in a few days from this and other websites.
I recently bought two Shamisen, both Nagauta style. One is complete and playable, the other needs one new skin which I intend to try to replace myself. I will have more questions about this later but will wait till the book arrives.
My present concern is that the joints on the Sao (neck) of the playable instrument are very tight and when I assembled it found that even using a lot of pressure there were still gaps of of nearly a millimetre. I was reluctant to use more pressure as when I assembled the Sao of the second instrument (which were not as tight as the first) I had trouble getting them apart again.
Would it be OK to wax these joints to make them easier to get apart ?
I don’t know about waxing the Sao joints, but if you’ve just brought it home it could be the change in humidity causing it to be so tight. When I brought mine home from Japan it took a few days (in Texas) before the neck would go together. If you live in a very humid area, it could be that the humidity has caused the joint to swell a little. It doesn’t take much to make it a really tight fit. I’d get it in the environment you plan to keep it in and let it acclimate for a few days. Then see where you stand.
I’d argue against waxing them - every shamisen joint I’ve ever seen is unfinished.
The joints of a new shamisen, or one that hasn’t been taken apart much, are incredibly tight. I had the same feeling as you the first time I put a new shamisen neck together - “there must be something wrong here”.
To put the neck together on a new shamisen you will have to stand it vertically, and kneeling infront of it, get a firm grip on the neck and pull down. Really put your weight into it - it takes more strength than you’d expect it to, and it comes together with a loud click.
Taking it apart is also a trick. Never try to just pull it apart - you’ll risk breaking off the tenon. You need to knock the two pieces apart. Stand the shamisen in your lap, and while holding the upper part steady in one hand you execute a hammer swing (parallel to the neck) with the other, and grip the lower half in mid-swing. It’s hard to describe exactly how to do it - maybe Kyle could make a video for this?
Enjoy it while it lasts, eventually with use it will get loose.
You may this already, but the joints only go in one way. If you push and push, yet the pieces don’t come together, turn the middle piece around. That may be the problem.
Check out the Assembly video in the Shamisen Crash Course. Grant shows you how to properly hold the neck when assembling. http://bachido.com/learn/crash-course/lesson-one/chapter-4
Whoops! I just realized that he doesn’t show how to take it apart. Yes, that will be another video to make. 
Oh, the way Gerry describes how to take it apart is shown in the latest edition of Shamisen of Japan. Ken, it will be in your book when it arrives.