Alex,

Sure, you can do that by modifying Wishlist web part (~\CMSWebParts\Ecommerce\Wishlist.ascx.cs). By default, this web part is storing UserID, SKUID and SiteID in COM_Wishlist table which you cannot use in this case because each record would need to have valid reference to product, user and site information. This is the limitation – database structure. What you can do is to extend this table and add custom field/column which will hold some cookie information (plus of course correct reference to public user – since user is not authenticated) or you can develop completely custom web part which will store such information in some custom table.

Best regards,
Miro Remias