Mutual keys protection/wrapping Is there a known risk in having two keys wrapping each other?

Let's say, an adversary has access to both AESkey1(key2) and AESkey2(key1).

Does it make it much easier for him to recover the keys?
If I understand you correctly, you're asking, given C1 = AESK1(P1) and C2 = AESK2(P2), whether it is possible to obtain P1 or P2 in the case where K1 = P2 and K2 = P1. The answer is no, it is not.

There are no known cryptographic attacks that are made easier by having the ciphertext of two keys that are mutually encrypting each other. Obviously, it does allow an attacker to discovery both keys after having discovered only one of them, since they would be able to decrypt the second key once they know the first. Any cipher which becomes weaker when encrypting certain kinds of plaintext (whether known plaintext, all zeros, or even a key used by another cipher) would be considered badly broken. A strong cipher like AES does not have this problem as long as the key is secret and chosen randomly.