Various routers have support for running PIM (and IGMP/MLD) in NBMA mode, whereby individual hosts and joins/leave for such are tracked, rather than depend upon a shared broadcast medium.
This is used for mcast over Frame Relay, ATM, etc which are inherently NBMA. ISTM that wg should also be modelled as NBMA, and as such the same sorts of approaches should be taken. DF