Other than
Wiglaff wanting the spell books (presumably), it looks like we're done here?
Of the two unexplored corridors nearby, there is one to the North and one to the North-West. It looks like the north one links up with an area where we heard loud noises from the other side.
https://campaignwiki.org/gridmapper.svg ... aurMadness
(We are in "Wizard's Room" on Level 3, near the middle of the map but on the right-hand side.)
My vote would be to try the North-West corridor, but I could see a case being made for the North corridor (so we don't leave anything behind our backs).