It seems to me that Wallis was a Duchess, the wife of a Royal Duke, Regardless of whether they would have been invited to state dinners or not, if she wanted to wear a tiara she was no less entitled to wear on than the Duchess of Kent or Gloucester--or even the Duchess of Westminster (who has a truly stunning collection of pieces at her disposal--I think I shall find that forum and browse in a moment); Dukes, Duchesses, Earls, Counts, Barons, etc... all have family jewels that generally include a tiara or two (the Spencers have four that I can name offhand--turquoise mourning, the one Diana wore all the time, the feathers on the greek key, and Marie Antionette's)---so if Wallis wanted a tiara then she certainly could have worn one.