Looking at
Pippin, WoBaS and exhausta-minion yet again...
"6. Perform effects of The Card. This includes choosing cards to be affected, if necessary."
Choosing the roaming minion to be affected obviously has to come before wounding said minion. Is the minion able to be wounded? If so, you may choose it. If not, you may not.
"If the effect of a card or special ability requires you to perform an action and you cannot, you must perform as much as you can and ignore the rest. (See limit.)"
Now the effect of
WoBaS may be broken into two actions:
(Spot a roaming minion that can be wounded).
1) Wound the roaming minion.
2) Wound the roaming minion again.
The effect requires you to perform action 1. So you do. The effect now requires you to perform action 2. You cannot, but you've done as much as possible and thus followed the rules.
EDIT: Or maybe you can look at it as:
1) Spot a roaming minion that can be wounded. Wound it.
2) Wound the minion from #1 again.
By the time you reach #2 you can't change your choice even if it's impossible to wound the chosen minion.