Find which WiFi device quiries a network?
There are some cheap modules out there called ESP8266, they have the ability to connect to WiFi Networks. A Serial communication is used to talk to this WiFi module.

Edit: For monitoring purposes, that's beyond the capacities of ESP8266(and maybe not), so I would recommend going for a router instead of modules or shields. You may try TP-Link TL-WR703ND for this task. It has serial and it can run OpenWRT.

By using the router, you can configure it to be in Monitor Mode and therefore, you will be able to capture active probe requests (scans) sent by WiFi devices around the router.