I don't think you can do this like you imagine, splunk is good at the WMI realtime side of things, but in order to "import" the perfmon data you would have to bring it in as a CSV/TSV file with some field extractions - this would be completely different to having a WMI performance counter, the data would be from 2 different source types.
At the moment I have a similar requirement - I'm unable to set a config of perfmon custom counters from my heavy forwarder to my universal forwarders, so I'm considering having perfmon collectors on the app servers writing out CSV data, and configuring my forwarders to collect data from something like C:\Perfmondata*.csv and then having field extraction at index time.
All of this is simply because the perfmon counters are limited to a static set when configuring the UF's to grab perfmon data!
