I haven't seen any customers do this, though I thought I'd point out the enhancement request below for this functionality in PI Vision. Hopefully someone else in the community can help you do this, though if not I recommend that you vote for the request and comment on why it's important to you so that the product managers can best address it.
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Kenji Hashimoto developed a PI Vision custom symbol for wind direction:
However, if you’d like a wind rose specifically, Highcharts offers a wind rose and you could utilize the many resources on PI Square that cover creating your own symbol. There’s also the Extensibility course: