Hi,

1. You can add the following templates 

<?xml version="1.0" encoding="UTF-8"?>
<templates>
<t t-extend="FormView.buttons" t-name="button_near_create.buttons">
<t t-jquery="button.o_list_button_add" t-operation="after">
           <button type="button" class="btn btn-primary open_wizard_action">
               Open Wizard
           </button>
       </t>
   </t>
</templates>

2. Add following js code
/** @odoo-module **/
     import FormController from 'web.FormController';
    import FormView from 'web.FormView';
    import viewRegistry from 'web.view_registry';

    var SaleFormController = FormController.extend({  buttons_template: 'button_near_create.buttons',
   events: _.extend({}, ListController.prototype.events, {
       'click .open_wizard_action': '_MoreOptions',
   }),
   _MoreOptions: function () {
     console.log('Hello World!')
   }
});
var SFormView = FormView.extend({
        config: _.extend({}, FormView.prototype.config, {
            Controller: CrmFormController,
        }),
    });

    viewRegistry.add('sale_order_blog', CrmFormView);

    export default {
        CrmFormController: CrmFormController,
        CrmFormView: CrmFormView,
    };

Hope it helps,

in my experience, odoo 16 have already custom the button tag. personally I'm using div tag
in xml

div t-on-click="_MoreOptions" . button ./div

in js

export class ComSaleOrderRender extends FormRenderer {
	​setup() {
	​	​super.setup();
	​}
	​_MoreOptions(){
	​	​console.log('Hello World!')
	​}
}