Wireless devices are very complex, much more so then Ethernet controllers.
A PXE rom contains basic chipset initialization and just enough support for communicating over the wire with a tftp/dhcp server.. AFAIK there are also architectural constraints on x86 Option ROM sizes, but I cannot find a definitive answer (..64K?).
Such a ROM for Wireless devices would need to fully implement an 802.11 stack (..with error handling), and the ability to decrypt WEP/WPA frames.
Instead of trying to network boot these systems, it would perhaps be a better idea to use
xdm(1) with XDMCP.. not known for security, but you could tunnel it over SSH or use IPsec.
Would that be possible?