I used a (now discontinued) Nyrius Wireless HDMI live feed transmitter and receiver. The key for me was that the transmitter was small. In this photo, you can see the transmitter sticking straight up to the side of the camera (with the tape that says "DEMO" on it). We used a 90-degree HDMI connector to allow us to have it pointing up, rather than out to the side, so we could secure it to the camera. At the back of the camera, (with the tape that says "A" on it), is a portable battery bank, as one would use for mobile devices. This acted as the wireless power-supply for the wireless HDMI transmitter.
Note: Sometimes cell phones can interfere with the signal, so we had to make sure that the audience turned all of theirs to airplane mode or, preferably, completely off.
Optimizing for Coverage: I was at the edge of the rectangular performance space and the live feed operator sometimes moved all the way to the far end. We were having some signal issues, so I moved the wireless HDMI receiver to the middle of the room, in the grid, and used an HDMI-over-Cat6 extender in order to put it that far away from myself without needing a 60' HDMI cable. No more issues after that, as the camera was on average always closer to the receiver then it had been.