The blue wings on the Arwing are the G-Diffuser pods. In the Star Fox series these allow the ship to basically ignore gravity, though if you ask a group of people how they work or what else they do you won't ever get two matching answers. As for greebling on the G-Diffusers, the original design doesn't have anything on it that I can replicate without custom decals. In general, Star Fox ships have a lot of clean lines and flat surfaces. Apart from the Aparoids, there's not really much to use as a basis for greebling.
As for structural integrity, I reinforced the wing mount assemblies with 2x3 plates. I haven't built the model IRL so I can't say for certain, but I wouldn't be surprised if they hold up better than they look.
As for the Wolfen, again, Star Fox ships have a lot of flat surfaces and clean lines. The Wolfen may be a rougher ship but there's still not much greebling that can be done. As said before, the one shown is based on two different designs:
I could add some piping and stuff but that's pretty much it.
As for structural integrity on the Wolfen, most of the joints are held together by ratcheting hinges.