The fact that you are able to execute GPRS related commands from non-Wavecom modules indicate that your SIM card has GPRS enabled.
Hence, the problem is occuring because, GPRS feature is not enabled on the Wavecom module. You can verify this by executing ATI3 command to check the software version. If the software version is not like 655_2406B_gg, then it indicates that GPRS is not enabled on your module. (The first ‘g’ indicates GSM and the second ‘g’ in the software version indicates GPRS).
In such a case, you should contact your Wavecom contact person and ask him to enable the GPRS feature in the module.
Also, you should enable the +CMEE error codes (by giving AT+CMEE=1) command and check the exact +CMEE error that is being returned when you give GPRS related commands.
Open AT Fan.