Is this the generally accepted explanation now? (I thought so, but the article itself doesn't mention it - then again, the article seems full of pseudo-science)
Not sure if bees might do it this way - but just looking at pictures of early stages of nests such as [1] or [2], wasps apparently don't: It looks as if they do construct proper hexagons from the get-go.
Jürgen Tautz's "The Buzz about Bees" mentions this.
It says the bees build cylindrical cells around themselves initially, but then raise the temperature of the wax to 37-40 degrees C, when the wax is warm enough to flow into the hexagonal shapes.