What did he do? It's been a long time since I read the whole thing, and I don't think I was a Wedge fan back then.
Every purge has a few people escape it. There were actually a handful of Guardsmen who defected to the Rebellion/New Republic before all this. Young Jedi Knights has a few using holograms to simulate the Emperor, but that's Young Jedi Knights, so... Also, Grodin Tierce.
Though Grodin Tierce was a clone made shortly before Dark Empire, with a bit of Thrawn burning in his head... I ... I should read the Hand of Thrawn again...