Skarmory.
Cormag would be decent but he has arrow and axe issues...they'll be patched later on with the Fili Shield and he probably won't give a damn about the weapon triangle as a Wyvern Knight (or he will control it as a Wyvern Lord and still not care). I recommend using Ephraim Route Duessel if you really find you need a physical shield, but remember this is FE8. Your units are overpowered, the enemies suck. You can use Franz for it since his defensive parameters are all very good (and his offense is better than Gilliam's too). If you can get him an A with Seth that is basically 3 Def/Res for both, plus 7 avoid. People like Kyle...I personally don't, but he'll do.
Really, you don't need much of a specialised physical tank. Gilliam is pretty much the only character who specializes in that, but that doesn't mean your other units are frail either. 99% of them can do some dodging, surviving or both in some way or another. Don't worry too much.
um...gilliam is the best wall with or without supports for me ^^ but that is just me
