It has through-holes so technically you could wall-mount. That being said I would not venture a guess as to how much weight they would bear. That may be something I can delve into in the future. I have a few units I can take apart and maybe take a few snaps of.
I work with thin clients and I am positive that the newer HP TC's have the same VESA mounting ability. The 5135 being my primary experince with them to date. As far as other TC's working with LinuxMCE...I hope to find that out soon.