How do I remove the 'Quit' action from an application on OSX
In system preferences you can go to keyboard/shortcuts.

 In the list on the left side click: app shortcuts and create a new shortcut.
Pick Wunderlist and for menu item pick stop or close wunderlist just type it exactly like it is typed in the menu in wunderlist.
in the last field put a custom key code and save. 
Like I did for safari
this should do the trick