I've heard from a few mouse breeders that leaving the wheel in, until after delivery, just isn't a chance you should take. One of my mice (despite having a nesting box) decided to have them in the food bowl, so I wouldn't be surprised if momma decided the wheel would be a great place to raise a litter. I guess it's a personal choice.
Also, the paper towels/toilet paper is something I forgot to mention! Yes, momma mouse will definitely want that. Just don't use commercial store-bought nesting material, the stuff like what's used in stuffed animals. It can get wrapped around baby feet and even necks, and as you can guess the results are not desirable.
Two cats, a dog, thirteen hermit crabs, seven mice (and babies), four African soft fur rats (and babies), two fiddler crabs, five assorted fishies, a mystery snail, an African clawed frog, a corn snake, a ball python, a California king snake