Middlesex finished Day 1 at Radlett on 151/3 after Glamorgan captain David Lloyd took advantage of the uncontested toss and decided to bowl first.
Wagg, de Lange and Lloyd got the wickets, with Lloyd acknowledging the hard work and discipline his bowlers showed.
"A frustrating day, we did bowl pretty well in parts and probably deserved a couple more wickets," said Lloyd. "Another day we could have got them five or six down but it wasn't meant to be.
"We'll look to go bang-bang in the morning and put the pressure back on them.
"When you come to out grounds you know what to expect. It's a lovely ground and a nice wicket.
"The lads reacted well because it might have drifted away but we got wickets. It's a shame we couldn't have got one more but not a bad day."