Wade lost a set to Henderson but ended up safely through as he avenged his four year first round duck at the CityWest.
He played brilliantly in the opening stanza capping it off with a 142 checkout to win it 3-1 and claim the first set.
Henderson though showed his fighting spirit and despite being forced to a decider by Wade in the set after being 2-0 up, he hit a timely 180 with double six to seal the second set 3-2 and make it a real match.
Wade claimed first blood in the decider and after Henderson squandered four darts at doubles, he went on the brink and then claimed the tie to move through.
Smith on the other hand had to come from the brink a lot like his practice partner Ian White who he will face in the next round to defeat Simon Whitlock.
There was worrying signs to begin the tie for Smith as Whitlock claimed three straight legs to win the first set.
These fears weren't eased as Whitlock smashed in a 120 checkout to level the second set and he looked to have the impetus.
Despite that though a 128 checkout allowed him to dig deep and claim it in a decider and keep the match very much alive.
He continued his momentum into the decider with him following up a 180 with tops to go within one of victory but again this time he squandered match darts but he didn't so again after Whitlock didn't get off as he claimed a thrilling victory.
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Ricky Evans (79.08) 0-2 (89.5) Chris Dobey
Mervyn King (88.03) 2-1 (84.95) Dimitri Van den Bergh
Joe Cullen (84.44) 1-2 (85.95) Ian White
Jeffrey de Zwaan (88.67) 2-0 (73.68) Steve Beaton
James Wade (86.15) 2-1 (82.79) John Henderson
Michael Smith (83.39) 2-1 (77.96) Simon Whitlock
22:45 Michael van Gerwen v Jamie Hughes
23:20 Gary Anderson v Keegan Brown