Frank de Boer's men were already confirmed as Group C winners and their opponent's Euro 2020 campaign was over regardless of the result in Amsterdam, and although North Macedonia put up a spirited fight, the Dutch prevailed in the end.
A thrilling first half saw the Netherlands under pressure in spells, with Ivan Trickovski having a goal disallowed and Aleksandar Trajkovski hitting the upright, though the Oranje looked sharp going forward and went ahead through Depay.
The new Barcelona signing then teed up Wijnaldum to make it 2-0 and also played a major role in the latter's second of the day, as the Netherlands won all three group stage games at a European Championship for only the third time.
An agonisingly tight offside call that was verified by VAR denied Trickovski an early opener as he went fractionally early to reach a flick from Goran Pandev, making his final international appearance.
Pandev's ingenuity wreaked havoc again in the 22nd minute, a clever lay-off teeing up Trajkovski whose 20-yard effort crashed off the post.
But two minutes later it was 1-0 to the Oranje, Donyell Malen squaring to Depay for an easy finish at the end of a rapid breakaway that started with Pandev being clattered by Daley Blind.
The Netherlands' dominance resumed after the interval, as Depay passed across the face of goal for Wijnaldum to tap home.
The Paris Saint-Germain midfielder then got his second on the rebound after Depay had been denied at the end of an incisive move, before substitute Wout Weghorst hammered against the crossbar.
Pandev was withdrawn with the game beyond North Macedonia in the 69th minute, his team-mates giving him a guard of honour as he trudged off into international retirement, and their final chance for celebration was taken away as Darko Churlinov's well-taken goal was wiped out for offside.