Returning to Dundee, he wrote two plays—a tragedy on the beheading of John the Baptist, and a comedy called Dionysius the Tyrant—in which he satirised the abuses in the Roman church.
These plays were performed in the open air at the Playfield, near the west port of Dundee, in 1539–40; but they have not been preserved, though from references made to them by Calderwood and others they seem to have given much offence to ruling ecclesiastics.
About this time, in conjunction with his brothers John Wedderburn and Robert Wedderburn, he wrote a number of sacred parodies on popular ballads, which were published apparently at first as broadsheet ballads, and were afterwards collected and issued in 1567, under the title Ane Compendious Booke of Godly and Spirituall Songs collected out of sundrie partes of the Scripture, with sundrie of other Ballates changed out of prophaine sanges, for avoyding of sinne and harlotrie, with augmentation of sundrie gude and godlie Ballates not contenit in the first editioun.
Possibly this was the cause that action was taken against Wedderburn as a heretic, for in 1539 he was "delated to the king, and letters of caption directed against him", but he managed to escape to France, returning to Dieppe or Rouen and resuming his commercial occupation.
An unsuccessful attempt was made by the Scottish factors there to have him prosecuted by the bishop of Rouen, and he remained in France until his death in 1553, not 1565, as sometimes stated.