I wouldn’t use WordPress’ internal function.  
We had a very similar question recently: [How to style current page number (wp_link_pages)?][1] I wrote a small but flexible function to replace `wp_link_pages()`. It is probably easier to extend this than hacking around the return value of the native function.


  [1]: https://wordpress.stackexchange.com/questions/14406/how-to-style-current-page-number-wp-link-pages/14460#14460