After several more hours of searching and reading, I found someone else suffering from the same problem and could profit from his solution. Instead of using the _T or wxT macro, use the wxString::FromAscii() function.
In my case, what I needed was
wxString wxGraphName = wxString::FromAscii(GraphName);
paper->SaveFile(wxGraphName,wxBITMAP_TYPE_PNG,(wxPalette*)NULL);
where GraphName is a plain old null-terminated C string. So simple when you know how and so hard to find out how.