29" MTB wheels will work but the hubs' thru-axle diameters must match the frame and fork. The Midnight Special comes with 12x100 front and 12x142 rear thru-axles while many MTB front wheels use a 15 mm thru-axle.
I installed Shimano WH-RX570 700c wheels (ISO/ ETRTO 622, aka 29") on my Midnight Special and they have worked well.
As noted your shifters and cassette speeds must match but your 9-speed rear derailleur will work with any 10-speed and below road shifter. If you use 10-speed shifters you will need a 10-speed cassette and chain.
Also note the MS has a 1-1/8" straight steerer but uses 44mm press-in headset cups, not the more common 34 mm press-in cups that many 1-1/8" headsets use. I installed a Cane Creek 40-series headset on mine with a ZS44/28.6 upper and a EC44/30 lower cups.
Enjoy the bike. I really like mine.