Wind Fire Wheels get an in depth discussion in my next book. They are almost exclusively a Baguazhang weapon. Here is a quick summary of the problem, feedback welcome, all weapons are pictured bellow:

The Angry Baby God Nezha's windfire wheels go on his feet
The wind fire wheels of Baguazhang go in the hands.
Two Baguazhang deer horn knives stuck together look like a wind fire wheel.
Nezha's Qiankun Yuan (hoop) is both a punching weapon and a boomerang (so he never throws it away).
These are all most likely theatrical-ritual weapons.
How are they all related? What is their real purpose?

Check out this (currently free) TV show about Wind Fire Wheels starring Gene Ching, who does a wonderful job. It is heavy on the metal work and cheese.

Man at Arms: Art of War (S1E1) Kungfu Weapons

Tangki possessed by Nezha often do some sort of self-flaying, the guy in the TV show actual cut himself, as one would expect from a self-flaying weapon like fish-swords and spike-balls.

Nezha has his origins in Baby Krishna from India. There are two similar weapons used there: