Generally speaking, unused PCIe data lanes should be left unterminated. This will apply to mini-PCIe as well.
PCIe transmitters use a receiver detection scheme which looks for a the termination impedance of the receivers to determine whether or not anything is connected. If no termination is detected, the transmitters are placed in an electrical idle state whereby the line voltages are held constant - there is no switching and therefore no EMC considerations.
Similarly the receivers detect the amplitude of the received signal, and will only exit electrical idle if the received signal is sufficiently large. With their built-in termination, leaving the lines floating will not cause any issues as the received signal will be fixed to a constant voltage by the internal termination.
For the Refclk signal, PCIe uses a HCSL clock design whereby the termination is on the main board. Termination on the add-in card is not required, but is allowed.
For the WAKE# signal, the pin should be left unconnected per the Mini Card Electromechanical Specificaiton:
Only add-in cards that support the wakeup process connect to this pin.
For the CLKREQ, the same is true:
Add-in cards that do not implement a PCI Express interface shall leave this output unconnected on the card.