If its allowed, youd just create a MFJ return and mark WI to Efile, then split it into 2 MFS returns and uncheck WI to be Eiled on those returns.

Then your EFCenter would be left with 2 federal MFS returns and 1 WI MFJ return...again IF its allowed to file WI with a different filing status than federal...in CA, were not allowed to do that.