I'm waiting for a beer I added orange zest to to condition right now. I added the zest of 2 sour/bitter oranges in the last minute of the boil. Samples tasted okay, but I wanted more for this beer, so I added the zest of two more for the last week (technically not secondary since I didn't transfer the beer, but the same idea). I soaked it in a small amount of vodka overnight and added the zest and the vodka to the beer. Tasted great at bottling, but it's a high gravity beer. If you're wheat is a "normal" gravity beer, you might want to only add it in secondary. That said, my beer isn't ready to drink yet so others may have better advice.