Looks like the intent com.wireguard.android.action.SET_TUNNEL_UP does not do much. I tried to start the tunnel like this:

am broadcast -a com.wireguard.android.action.SET_TUNNEL_UP -e tunnel wg0 -n com.wireguard.android/.model.TunnelManager

After further investigation, the code to handle this intent is deactivated [1]. Any help would be appreciated!