Wireless myoware sensor setup for untethered vr based exercise game

Hi - I am using a myoware sensor to read muscle flex values and am passing these values via the serial monitor into the Unreal Game Engine. The flex values will be used to interact with a VR video game. This is working at the moment but its a bit awkward due to the user being tethered to a pc & arduino.

I am looking for a wireless setup and am wondering what is the best arduino setup to use where:

  1. the sensor and the arduino can be worn
  2. the sensor data can be sent wirelessly to the PC
  3. the sensor data sent to the pc can be received and viewed in a serial monitor

I was going to try an xbee setup on a Leonardo - I know there are smaller/lighter arduinos but I'm unsure if they support xbee or an alternative wireless system.

Any advice would be great.