Hi Lucille,
I wick all my violets using a mix that is one part peat or pro mix, one part coarse vermiculite and one part coarse perlite. I also use it to start my leaves. Some people here us a 1/2 & 1/2 mix of vermiculite and perlite which I believe gives you water roots and then when the leaf is put into a mix it has to reroot all over again.
Fred in NJ

I scoped out the vermiculite and perlite at Walmart but it was not coarse grade. Would a garden center have it? I'm sure I can order it online but I would like all of this to be ready by next week when the leaves arrive.

You might try one and see but for future reference I order from Cape Cod Violetry.
Fred in NJ