As long as it can carry the current, pretty much anything will do (insulated of course).
Of course, Nigel's probably right and the 3% voltage change you are worried about is probably more than compensated for in the in-built allowances for mains tolerance, but there's always that chance I suppose...
Coated with a varnish of course, right? Not vinyl.
I get the impression that everyone thinks I'm too worried about the 37VAC -36VAC difference. I will talk to the manufacturer tomorrow and see what he thinks.