Hi Hibernator,
Welcome to the Mattress Forum! 
Mattress protectors using a polyurethane film are popular choices for use with “traditional” and component-style mattresses. Any layer placed between the wool in your mattress encasement and yourself will of course impact the feel and temperature regulating ability of the wool. Protectors using thinner polyurethane films will be more breathable.
You may wish to read through some of the popular types of mattress protector options as listed in post #89 here. There are some that use wool in their construction as well that may be of interest to you as well.
Phoenix