Halfords sell the Meguiars Foam Applicators and some of their own brand ones.
I'd say you need a MF applicator for Step/Stage 1, then foam for 2 and 3. Although, 3 is just plain crap, so look at changing this for another wax, such as Megs NXT 2.0 if you're limited to what Halfords sell.
Step 1 is a paint cleanser, so the extra bite from MF will help. Step 2 is a pure glaze (rebottled Megs #7) so foam is best here. Then foam for applying wax. To remove, you just need standard MF towels for all stages (but a different one for each!)