Hi all.
I solved it, indeed, by "drastically" recompile wireguard-tools with a modification (makes sense, IMHO).
https://github.com/WireGuard/wireguard-tools/pull/19
Basically, I am telling wireguard to keep trying reconnection according to configuration (environment variable WG_ENDPOINT_RESOLUTION_RETRIES),
and don't modify this behaviour when some error types occur (EAI_NONAME or EAI_FAIL).
I just noticed there is another modification, maybe even better, here:
https://github.com/WireGuard/wireguard-tools/pull/18