Occlusion (that stuffed feeling) is common with ear tips that are too large AND closed-fit (meaning un-vented). If your hearing profile is moderate to severe, you’re going to need to stay with closed-fit, but may try using a smaller diameter to decrease the sensation of pressure in your ear canal. Your ear wax build-up is immaterial. Unless your hearing loss is severe, custom earmolds won’t improve your comfort much, and in most users, feel even MORE occluded, unless the vents are about 1/2 the overall canal dimensions. I don’t know if Costco is even set up to make custom earmolds (one more reason why I would never recommend them).
If your hearing loss is mild/moderate, you can try using a more open tip, but be warned: feedback will become an issue with increasing power, so the more profound your hearing loss, the less likely you will be able to use open fit or well-ventilated ear tips. They are easy to replace yourself.
If you can’t get a variety of ear tips from Costco, try finding some Rexton tips online.