I have recently purchased the 1mm Sheet Wax and every time I try to produce a mould using this product it comes out with pinholes and surface imperfections as seen in the photo below, (I do make sure not to cause any damage, or unnecessary holes when laying it), plus, the wax is sticky and hard to remove. Any idea as to why? 

I have been using Tooling Gelcoat and Polyester Resin for Fiberglass Reinforcement.

I have also been following the proper steps as seen in the video.

The wax will not deliver a perfectly smooth surface, although careful application will usually mean the minimum of flatting needed afterwards, followed by compounding and polish afterwards if a gloss finish is required. It will also very much reflect the surface it's being applied to, so any slight lumps and bumps underneath will transfer to the mould surface afterwards

Looking at your picture, it does look like you've not quite worked it into the corners and they appear somewhat bridged. The wax works better if it's slightly warm and it can usually be conformed to most shapes, but tight curves can be challenging. It is quite normal for it to stick itself to the mould surface afterwards, though and it can be a pain trying to scrape it away. A heat gun can help, though, with lots of mould cleaner afterwards for the smaller bits