Hello,
No, there are no automatic peak search markers in the GUI toolkits at the moment. It's a frequently requested feature though so we'd be eager to merge any implementations into GNU Radio.
The WX GUI widgets are deprecated and will be removed fairly soon. I'd recommend moving over to the QT widgets. For your application it would be possible to use the FFT block into a small embedded python block which does peak detect and adds tags with the frequency information then display using the vector sink.