Even though your wife is taxed on her New York-source income, you still report all your income to your Resident State of New Jersey.
NJ should give credit for tax paid to NY on her income, so that you are not double-taxed on this portion of your joint income.
Prepare your NY Non-Resident return first, then your NJ Resident return.
Here's detailed info and instructions for Is My Remote Income Taxable in New York?
@Frankie C
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