I have separate documents which each use wrapfig in certain instances, and everything compiles fine and all the figures are wrapped nicely.
I have a masterfile which simple includes several of these files. Let's say I have files foo.tex and bar.tex. My masterfile would then read:
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\begin{document}
\include{foo}
\include{bar}
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\begin{document}
\include{foo}
\FloatBarrier
\include{bar}