See Create wx.lib.asyncio to enable coroutine support by gzxu · Pull Request #1103 · wxWidgets/Phoenix · GitHub for an example integration of asyncio and wxPython. Google will probably find one or two others.
In general, an asyncio model of programming can have big benefits for certain kinds of programming problems. However, it can be complex and it would likely require a major rearchitecture of your existing code to be able to work well in that kind of framework. if you are already having trouble wrapping your head around event-driven programming and threads, then I would avoid asyncio for now. You need to walk before you can run.