Wilde thinks of "individualism" in a way quite different from that of extreme capitalists such as Ayn Rand or social Darwinists such as Herbert Spencer. He is mainly concerned with the flourishing of the human soul, and considered the supreme example of the "individualist" to be Jesus Christ and the greatest aim of the individual to follow a mystical path and find the spirit behind the external beauties of the world.
Wilde feels that under capitalism, people who are by nature spiritual and altruistic are condemned to spend their time repairing the ravages and injustices of capitalism rather than attending to their own spiritual quests. The poor are deprived of this opportunity by poverty and the rich by social conventions.
Wilde overtly talks about these issues in "The Soul of Man Under Socialism" and in "De Profundis." If you wish to use one of Wilde's plays, you might consider his fragmentary "The Woman Covered with Jewels" which talks about a courtesan who becomes a religious hermit. Another social problem play by Wilde is "A Woman of No Importance."