I can not say if this is a bug or a feature actually, but to solve this I had to override the default_get function of the wizard.

E.g. Lets assume we want to set a field something of the caller.model object calling a wizard. In field called caller_id we will put the caller's id, not showing it in any view. Now let us assume that the function action_of_wizard is the one that does 'the magic' and is called when pressing a button.

Then in wizard .py:

_columns = {    
    ...
    something: fields.char("Data to write in the caller's field", required=True),
    caller_id: fields.integer('Caller ID', readonly=True),
    ...
}

def default_get(self, cr, uid, fields, context=None):
    ret = super(wizard_model_name,self).default_get(cr, uid, fields, context=context)
    caller_id = context.get('active_id',False)
    if caller_id:
        ret['caller_id'] = caller_id
    return ret

def action_of_wizard(self, cr, uid, ids, context=None):
    ...
    caller_pool = self.pool.get('caller.model')
    for wiz in self.browse(cr,uid,ids,contex=context):
        caller_pool.write(cr, uid, wiz.caller_id, {'caller_field': wiz.something})
        ...
    return {'type': 'ir.actions.act_window_close'}

There are some possible improvements to make to the code, of course, but I hope I made myself clear from the above example!

Hope this answer suits your enquiry!

If you are using a button to open the wizard, you can control the default values of the wizard fields using context variables in the format default_FieldName.

So, If the wizard has a field called target_id; In your model, you should start the wizard using a method button like this:

def action_start_wizard(self, cr, uid, ids, context=None):
    if context is None:
        context = {}
    context.update({
        'default_target_id': len(ids) and ids[0] or False
    })
    return {
        'view_type': 'form',
        'view_mode': 'form',
        'res_model': 'mymodule.mywizard',
        'type': 'ir.actions.act_window',
        'target': 'new',
        'context': context,
        'nodestroy': True,
    }

Then, use the target_id field in your methods instead of context['active_id']. Of course you should make target_id field invisible in the wizard view.