Can I now set gifs as wallpaper?

I know this is too late of a response for the OP, but in case anyone else finds this via Google search the answer is yes. If you have a gif you want as a wallpaper just use an app like Livemaker or something to turn the gif into a Live Photo and then set that Live Photo as your wallpaper.

No. The closest thing would be the dynamic wallpapers available in the Wallpapers menu in Settings. If you want the ability to set a .gif as a wallpaper, leave feedback for Apple: http://apple.com/feedback/iphone.html.