You might try to make some of those that have an analogue work in Wine, especially the "Legacy Control Panel Commands" "desktop" and "color".
That's something I can look into, indeed.
Having had a brief look into it, currently the control panel attempts to launch the appropriate .cpl file that would be launched on Windows. I think, rather than altering this to load winecfg instead, it'd probably be best to leave any changes here for the time being. If I do (or someone else does) end up splitting up winecfg, then the best plan would simply be to name the resulting control panels in a way compatible with Windows.
Regards,