I find that when I add my WD58 wide lens to my GL2 I lose a little bit of sharpness. Has anyone else experienced this?
Would changing the sharpness level help?
I also have a skylight filter on the camera, should I remove this filter when adding my wide angle lens?

Nearly all standard definition video begins to look a bit "softer" in wide shots, even cameras costing 10x-15x what yours cost.

I don't recommend going too far with "sharpness" to try to disguise the matter. Sharpness is an edge-enhancement facility that can bring worse problems to your screen. Rather, select your shots more thoughtfully to work around the format's limitation.