dnf has not landed in Debian yet. This ticket may have to wait until Debian version 9 codename Stretch.
Just an uwt wrapper is missing, but it's difficult to add one as of now without knowing the path to dnf.
Alternatively, and better, we would we would configure dnf to use Tor socks proxy settings. This is supported by dnf since version 1.1.6. (source 1 source 2) Not great since dnf does not support /etc/dnf.conf.d yet. 
(Similar to T401.)
 upstream feature request: implement /etc/dnf.conf.d drop-in configuration folder