Wenzel was appointed as musical director, music arranger and ballet composer at the Empire Theatre of Varieties in London in 1889, where he wrote and arranged numerous ballets.
Later, he conducted at the Gaiety Theatre, London until 1913.
In addition to ballets, his many works include art songs, orchestral works, and operas in the late Victorian era and early Edwardian period.
He also composed songs that were incorporated into some works of musical theatre.