Penelo's claim is interesting. It explains the gun and it explains who has been killing the mafia. It would also explain what the hell is going on with Wedge. Something is up with that guy, I think we can all agree that. Hmm.
Wakka has not done much good. You commented on his vote for Yuffie but I also find his other votes interesting. He voted for Noctis for being irritating and today he has voted for Penelo who has been inactive. To put this in other words he has voted for people who are unlikely to be actually lynched for very poor reasoning.

This was my original reasoning for suspecting Wakka. I wanted to give him time to ease himself into the game and yet despite claiming to be replaced (and having much better grammar - temporarily!) you will note he has reverted back to his old self. I don't think he actually was replaced.

Right now I've got Wakka and Relm as my big 2 for mafia. I don't know if I can trust Penelo as she has seemed very dodgy today but the claim does explain the riddle that is Wedge.