Another thing you can do is add SHARED=1 to the command line. That way, most of the size is split to a dll, meaning it won't be copied to each executable. This won't help if you only have one executable using wx, but if you have several executables using the library the wx code is only on disk once.
This does mean you have another file to distribute with your programs, and you'll have to put it in a place where all executables that need it can find it. Meaning if you have your executables in different directories, you'll have to put the lib in a directory in your PATH variable, or copy the lib to every directory (thus negating the advantage of the dll).