Preserving and encouraging mobility in the elderly and adults with chronic conditions is of paramount importance. However, existing walking aids are either inadequate to provide sufficient support to users' stability or too bulky and poorly maneuverable to be used outside hospital environments. In addition, they all lack adaptability to individual requirements. To address these challenges, this paper introduces WANDER, a novel Walking Assistive omNi-Directional Exo-Robot. It consists of an omnidirectional platform and a robust aluminum structure mounted on top of it, which provides partial body weight support. A comfortable and minimally restrictive coupling interface embedded with a force/torque sensor allows to detect users' intentions, which are translated into command velocities by means of a variable admittance controller. An optimization technique based on users' preferences, i.e., Preference-Based Optimization (PBO) guides the choice of the admittance parameters (i.e., virtual mass and damping) to better fit subject-specific needs and characteristics. Experiments with twelve healthy subjects exhibited a significant decrease in energy consumption and jerk when using WANDER with PBO parameters as well as improved user performance and comfort. The great interpersonal variability in the optimized parameters highlights the importance of personalized control settings when walking with an assistive device, aiming to enhance users' comfort and mobility while ensuring reliable physical support.