The interface is labeled mlan0 (and has the MAC adress a8:1d:16:a1:b3:a3, we need this later) but the script is looking for wlan0. We can jsut rename it to make it work with the DietPi scripts.
For testing you can do this:
sudo ip link set mlan0 down
sudo ip link set mlan0 name wlan0
sudo ip link set wlan0 up
ip link show wlan0
And then try dietpi-config again, now it should be visible.
To make this change persistent, you need to create a udev rule:
echo 'SUBSYSTEM=="net", ACTION=="add", ATTR{address}=="a8:1d:16:a1:b3:a3", NAME="wlan0"' | sudo tee /etc/udev/rules.d/70-persistent-net.rules
sudo udevadm control --reload
sudo udevadm trigger
Now reboot and do ip a again, it should appear as wlan0 now.