According to this article, plastic wrap will not melt until it reaches 250°F. Plus, when it’s not in direct contact with the food there is little danger of any “baddies” being transferred to the edible part – HOWEVER, the article also says that no manufacturers say their plastic wrap is “oven safe”.
So, use your best judgment. Personally, I would not do it. There must be another way to shape the wheat gluten loaf.