Well that depends on what wax you are using, if you are using a pomade wax (like Murray's beeswax, which I do not recommend, they are greasy and they will make your dreads fall apart) you will have to use a lot because it does not hold the dreads together.
If you use the DreadHeadHQ, or Knotty Boy you will be using a finger full of wax on each dred (depending on how thick the dreads are and how long they are).

Dreads do get fatter with time, because the hair that would have fallen out, builds up inside the dread. This is what makes the dreads become hard after a while. But if you want really big dreads and you haven't started them yet it's easy to make them fat, just make bigger sections. And it's pretty easy to make the bigger if the dreads are only about two months old or younger, just rubber band them together and palm roll them as much as you can. But once they are hard it's really hard to connect them, you can still rubber band them together, but you take a chance of having folds or creases in your dreads.

The best way to have thin dreads is to make the sections thin when you start them. There really isn't a good way to thin them once you have already put them in. You can tie string around the roots and make them grow in thinner sections, but if cut them or pull them apart it really tears up the dread.

Yes, actually your hair will dread easier because the hair has been damaged, so it will hold knots a lot easier. You can use any method and the dreads will lock up.

Wearing a helmet will not hurt your dreads. Your dreads may be a little flat after you take the helmet off, but they will poof back up after you wash them. You may need to get a larger one that your dreads will fit in.