Depends on your shard and lvl.... if you think it will help your goals then yes farm wedge. It's more of a personal choice how you choose to farm. Either way the answer is yes, either with anakin, before or after is up to you.... need a little more info if you want a real suggestion.
Do you see a lot of palp on your shard?
Is arena important?
Current arena team?
Lvl?
Is wiggs on your shard already?
Are you only farming anakin because you think he's one of the strongest in the current meta?
I personally don't farm a toon I don't intend to use, and wouldn't break farming a toon unless I changed my thoughts on using them. So if you intend on using him farm him to completion, then start on wedge.