OK I found a solution in this reddit post Reddit - The heart of the internet
So, to get Wireguard working on Jetpack 6.2 L4T 36.4.3 newly flashed onto an AGX Orin I basically grabbed this hacked up version of Wireguard here: GitHub - MrVasquez96/wireguard-linux-compat
Then build and install it according to the Wireguard build instructions here:
Note: The “apt-get install linux-headers -$(uname -r)” failed as there is no such package but the build completed anyway.