Thanks @dudleydes
I updated my original post to say "PWAD" instead of "IWAD" so I didn't look like an idiot haha
I think the wiki page is out dated because it refers to /opt/retropie/configs/doom/ when mine actually has /opt/retropie/configs/ports/doom/ instead. Maybe someone should update that :-)
Here's what I did (hopefully no typos):
mkdir ~/RetroPie/roms/ports/doom/class_ep
unzip class_ep.zip -d ~/RetroPie/roms/ports/doom/class_ep
ln -s ~/RetroPie/roms/ports/doom/prboom.wad ~/RetroPie/roms/ports/doom/class_ep/prboom.wad
ln -s ~/RetroPie/roms/ports/doom/doom.wad ~/RetroPie/roms/ports/doom/class_ep/doom.wad
cp ~/RetroPie/roms/ports/doom/prboom.cfg ~/RetroPie/roms/ports/doom/class_ep/
nano ~/RetroPie/roms/ports/doom/class_ep/prboom.cfg
# Files
wadfile_1 "Class_Ep.wad"
nano ~/RetroPie/roms/ports/The\ Classic\ Episode.sh
#!/bin/bash
/opt/retropie/supplementary/runcommand/runcommand.sh 0 "/opt/retropie/emulators/retroarch/bin/retroarch -L /opt/retropie/libretrocores/lr-prboom/prboom_libretro.so --config /opt/retropie/configs/ports/doom/retroarch.cfg /home/pi/RetroPie/roms/ports/doom/class_ep/doom.wad" "lr-prboom"
chmod +x ~/RetroPie/roms/ports/The\ Classic\ Episode.sh
Then I restarted EmulationStation
Ports -> The Classic Episode -> New Game -> The Shores of Hell