With the specific question and definitions provided, and a fairly broad definition of "engaged in"? Yes. We even have a published paper.
A paper published in 9 November 2015. The abstract includes:
Using the SARS-CoV reverse genetics system2, we generated and
characterized a chimeric virus expressing the spike of bat coronavirus
SHC014 in a mouse-adapted SARS-CoV backbone. The results indicate that
group 2b viruses encoding the SHC014 spike in a wild-type backbone can
efficiently use multiple orthologs of the SARS receptor human
angiotensin converting enzyme II (ACE2), replicate efficiently in
primary human airway cells and achieve in vitro titers equivalent to
epidemic strains of SARS-CoV. Additionally, in vivo experiments
demonstrate replication of the chimeric virus in mouse lung with
notable pathogenesis. Evaluation of available SARS-based
immune-therapeutic and prophylactic modalities revealed poor efficacy;
both monoclonal antibody and vaccine approaches failed to neutralize
and protect from infection with CoVs using the novel spike protein. On
the basis of these findings, we synthetically re-derived an infectious
full-length SHC014 recombinant virus and demonstrate robust viral
replication both in vitro and in vivo. Our work suggests a potential
risk of SARS-CoV re-emergence from viruses currently circulating in
One of the authors is Shi Zhengli, who the Wuhan Institute of Virology page lists as "Principal Investigator, Research Group of Emerging Viruses". Another is Ge Xing-Ye, who (like Shi Zhengli) is noted in the paper itself as working for "Key Laboratory of Special Pathogens and Biosafety, Wuhan Institute of Virology".
So, based on this alone, we can be pretty certain that at least two of the researchers at the Wuhan Institute of Virology were involved in at least one paper that included gain-of-function research on one or more coronaviruses. It seems reasonably likely that there was more, given the habits of researchers in general, but I can't guarantee that, and I'm not going to be the one to hunt it down.
Ironically, the point of the paper was to warn people of the possibility of a coronavirus-like outbreak.
Edit: As a point of clarification, the above is an accurate answer to the rather broad question asked. In particular, the above paper is on gain-of-function research with respect to mice. We do not currently have any evidence indicating that the Wuhan Institute of Virology was performing gain-of-function research with respect to humans, and we do have some fairly strong evidence suggesting that medical researchers in general draw a significant distinction between gain-of-function research with respect to those two species.
I have made certain adjustments to my answer accordingly, as it has been noted (fairly) that the original formation was unnecessarily easy to interpret as meaning more than it did.