Thanks. Actually, I had wrapped new itk::Matrix templates but I had not wrapped the corresponding vnl_matrix_fixed. Now that this is fixed, I can easily change the values using (here with a matrix wrapped by default),
>>> import itk
>>> m = itk.Matrix[itk.D,3,3]()
>>> print(m(2,1))
0.0
>>> m.GetVnlMatrix().put(2,1,3.14)
>>> print(m(2,1))
3.14