@f33dm3bits Thanks again. After some problems I got it to work, at last.
Here's what I have now, in /etc/sudoers:
%wheel ALL(ALL) ALL
%wheel ALL=(ALL) NOPASSWD: /usr/bin/xkeysnail,/usr/bin/kill
Note that the second line must be after the first line for it two work. I had to comment the %wheel...