The latest versions of Gnuplot support Tk output, which I believe is just a base64encoded output of the binary image. The only other thing I can suggest is to see if gnuplot can run with the "xid" option, and use the technique used in Re: Use widget MPlayerEmbed in Layer container... I can't see the video.

Since most Wx builds are based on the Gtk2/3 libs, it would a good bet that if you dig way down into the Wx options, you will find something for the xid option, which lets you assign a X window id to a vbox or hbox. But for that to work, gnuplot must support the xid option. I have noticed lately, that most of the better Glib based software supports the xid option.

I would also look at what exactly is the output of the Gnuplot Tk driver. If, as I suspect, it's just a base64encoded file, you could decode it to the binary graphic format, then just load it as an image in Wx.