You could add him to the DT, although there is a chance he may be carrying other types of disease. I rarely QT unless it is an Angel or Tang; I usually add wrasse directly to the system after a quick FW dip or formalin bath.
You can always remove the wrasse if it becomes aggressive, but good luck catching him. Easiest way is to wait until it goes to sleep in a rock, and remove the whole thing to your QT. My last one killed a false perc. I have a bigger tank now so I will probably add another one, they are a really cool fish to watch.