I've got an E5200 in my Conroe865PE, which does not officially support Wolfdales. Works quite nicely on... I think it's the 1.70 BIOS.
There is a little caveat, though. Some of the older BIOS versions won't even boot with the newer chips, so if you have an out-of-date board, you'll also need to have an older processor on hand in order to boot it and update the BIOS before you can use a newer chip with it.
As for the 775Dual/4CoreDual boards, I wasn't overly impressed with the one I had. I never really ran into any compatibility issues, but it always seemed... a little shoddy, I guess is the best way to put it. Too many limitations, too many weird BIOS bugs, and it eventually failed completely. I was basically hoping for an Intel equivalent of the fantastic 939Dual-SATA2, but the 4CoreDual was just not on the same level.