Decorated US air force officer Ms Wilcox - who survived a roadside bomb attack in Afghanistan - died in Edinburgh's Western General Hospital this week – five days after the freak explosion.
The blast blew out the windows of the couple's sports car, left the 27-year-old critically injured and her husband Scott, who also serves in the US air force, wounded.
The couple – who were holidaying in Scotland having both recently returned from Afghanistan – had changed the wheel of their black BMW Z3 after spotting a bulge in the tyre. They replaced it with the space saver tyre but could not fit the full-size wheel in the boot because it was full of luggage, leaving Ms Wilcox to hold it on her lap.
They had pulled into the forecourt of GP Autos on Dalkeith's Edinburgh Road last Saturday afternoon when the explosion happened.
Colleagues of air force captain Ms Wilcox, who was based at RAF Mildenhall in Sussex, paid moving tributes to her today as locals spoke of their shock.
Local chip shop worker Jamal Alobaidi, 49, was one of the first on the scene after the blast. He was at the window of the shop on the town's High Street when he spotted the car pull up. "Seconds later I heard a loud bang, almost like a gunshot," he said. "I rushed out and I could see the man screaming for help. I rushed back to phone the emergency services.
"When I came back, the woman was lying on her back on the road, not moving, with her eyes closed.
"The man was trying to help her and I could see the tyre as well with a huge hole in the side of it. He had maybe some cuts to his head, but was OK. People had stopped to look and others were going over to help before the ambulance arrived. I could see all the windows had been smashed, but could not imagine how that must have happened."
He added: "It looks like they knew the problem and had pulled into that garage, only to find it closed when they drove in."
A local nurse is believed to have resuscitated Ms Wilcox, who was from Glenwood in New York state, at the scene before she was rushed to the ERI and then transferred to the Western, where she eventually succumbed to her injuries.
Ian Jarvis, 22, a mechanic from the town, said: "It's possible they wouldn't have known exactly what a bulge was or what could happen.
"It's bizarre that someone should survive Afghanistan only for this to happen to them in Dalkeith.
"The police closed the road for ages and there were loads of ambulance guys and policemen going about."
Experts said while bulging in a tyre was itself not unusual, for it then to cause an explosion while a person was holding it was extremely rare.
Andrew Howard, the head of road safety for the AA, said: "I have done this job for 30-odd years and this is only the second time I have heard of something like this happening."
The couple had driven to Scotland in their own car having both recently served in Afghanistan. They worked in different locations with provincial reconstruction teams rebuilding bridges, schools and other structures.
Colonel Chad Manske, 100th Air Refuelling Wing commander, said: "We are deeply saddened by this tragedy.
"Jenna was a valued member of our team and her untimely death touches all the personnel at the surrounding bases.
"Our thoughts and prayers go out to her family, friends and co-workers during this difficult time."
A police spokesman said: "Enquiries are ongoing to establish the cause of explosion, however this would appear to have been a tragic accident.
"A report will be submitted to the procurator fiscal in due course."
'Scott and I are home, safe and sound'
JENNA Wilcox kept a regular blog while she was serving in Afghanistan.
This, she told readers, was to assure them of her safety as she worked in one of the world's most dangerous areas.
The 27-year-old wound up the regular newsfeed once she had returned, stating that she and her husband were home "safe and sound".
The final entry read: "This will be my last entry. Both Scott and I are home, safe and sound and I no longer have a reason to continue with this blog.
"There were several purposes for this blog. The first and foremost was to share my experiences with family and friends.
"I also wanted to let people know about the military and what we experience in a combat zone.
"As an Air Force Officer who is not a pilot, it is very unlikely that I will again be in a situation where I am the war fighter.
"I am usually in a support role; my job ensures that planes get off the ground so they can fight the enemy.
"But this time, I was the one directly fighting the enemy. To the pleasure of my parents, that probably won't happen again."
She used her blog to appeal for people to donate school supplies such as notebooks, pens, pencils and crayons which she distributed.
She also wrote about love in a war zone, writing: "There are no quarrels, because death is imminent. Do you really want your last conversation to be in anger?
"Every conversation starts, ends and is heavily peppered with 'love you'."
She revealed she had been awarded a bravery medal.