I've found a way that seems to work for me;
1) Create an MP3 file (I used 'Audacity') that is 2 seconds of silence. Keep this file as a template that you can edit the tag of again and again using something like 'MP3Tag'.
2) For an album of interest, take your 2 second MP3 file and edit the tag with album, artist and artwork in question.
3) Add the album folder to your iTunes library (it will pull in the mp3 file and .wav files).
4) Select the .wav files in iTunes and right click to choose 'get info'. Then fill in the album and artist, and set the track numbers. That seems to be enough to tie the .wav files to the MP3 file when it all gets indexed.
5) Adjust the track number of the MP3 file to be the last track of the album.
6) Sync the whole album (with the MP3 file) across to your device (Ipad in my case).
This works for me, presumably because the software looks in every file for some artwork and finds what its looking for in the dummy mp3 file, and applies it to all files withe same album and artist file names.
... or something like that.