I have the 7.2s, and am very pleased with them. I have not heard the Piego's. The Thiel speakers are an exceptional value for their price point, right down the line. They demand excellent electronics. I do not think it would be unreasonable to spend an equal amount on the amplifier as on the speakers themselves. I had a Pass Labs x350, and the speakers just didn't bloom until I upgraded to the x600 monoblocks. Also, room size is important. I have a 17 x 13 ft room which is too small for these. However, I bought them because I will be moving within the year to a larger place. I am not familiar with the BAT equipment, so I couldn't say how they would sound. If they are 250 amps per channel, then that might be cutting things a little thin.
One of the great things about the Thiel's, as you know, is that their entire line is designed and built similarly. The 6s are a great value right now (I think I saw a pair under $3500). There are rumors of a 3.7 on the way, which might fill in a very key segment of their line.
For the Wadia, you might want to check with Steve Huntley about pricing on a modified 861se. I am awaiting a modified Wadia from him, and I suspect that the modification will be important if one would like to bypass the preamp and have concerns about brightness or glare. His modifications are a bit pricey, but not when one considers the price of a excellent preamp. We shall see...
Rob