If it comes to cross-checking, we have one piece of contemporary evidence which is the quote from Macdonald's report to Eugene (my translation):
'During this action, the enemy recommenced the artillery fire, which was answered by the whole of ours, and it did not cease completely between the two parties till nightfall. It was at the moment when this charge was going to be carried out that general Sorbier had his horse killed by two bullets and general de Wrede was wounded in the side by another shot, at the time when I was indicating to him a favourable position for a battery.'
Your quote is from a biography: " Wrede was close to the Bavarian artillery battery Wagner, then his horse was shot under him and then he got very slightly grazed by cannon ball above the right ribs - Major von Zoller commanding of the artillery brought him back some steps to the rear till an ADC of Wrede took care of the wounded general, Wrede should have said to Zoller that he should take care that the Bavarian troops are not dishonouring themselves."
(There seems to be a translation problem in the last bit: 'should have said' does not make sense)
Which means that we have one piece of evidence that is about as close to the event as one can expect to get against the biographer's version of events as given by an unstated source. It sounds as if von Zoller may have been the source - was there actually a quote given?
There seems no reason to doubt that Macdonald was actually present, the biography places the incident in a battery which is consistent with his account; the bit that can't be confirmed is the words spoken that he gave in his 'Souvenirs', written from memory many years later. Unfortunately this is usually the case with the spoken word unless there were several witnesses all writing things down (and even then they often don't mention each other!). In general, Macdonald was not inventive but he liked to repeat a good story, which was clearly how he saw this episode, and anyone repeating a story tends to improve it to some degree.
So I would define the status of that account as possible and quite probable but unsupported, which means it should not really be repeated as fact.