Thanks, I probably should install a PEP 8 checker...
Yes, help_entries is much better.
I have modified the code to avoid multiple dialogs being created shown.
I hope it is OK, to keep a reference to the dialog as class variable and reset it from the dialog when it's closed and destroyed:

class _HelpDialog(wx.Dialog):
    def OnClose(self, evt):
        HelpWx.dlg = None
        self.DestroyLater()
        ...

class HelpWx(backend_tools.ToolHelpBase):
    dlg = None

Don't know how these things are usually handled in wx. It's not particularly nice, but ok for me. Maybe add a short comment that makes this dependency handling clear.

Shouldn't the dialog just be made modal, and this way you don't have to handle lifetime problems? (it is modal in gtk3 and qt5, not in tk right now)

That would have been the easiest option, but that's not nice from a user perspective.
With this implementation the user can keep it open as long as he wants or just close it with Enter/ESC or the mouse.

Does wx require you to keep an explicit reference to the dialog to avoid it getting garbage collected?
If that's the case, my solution (for qt, but the idea is the same) is to just have a global _keep_alive set and stash everything there (as there's typically no point of reimplementing that again and again).

wx itself does not need the reference, but for re-use always a reference is needed. I'm not sure whether a closed dialog would be collected if DestroyLater is not called. The docs are not clear here except that explicit destruction is always recommended if a dialog is not used any more. For modal dialogs, things are easier and better documented (there, a context manager can be used).

If the help dialog typically was used again and again during a session, then I wouldn't destroy it, but I think that's not the typical use case for most users. Also, in theory, tools could be added and so destroy/re-created is probably the best here.

Things should now be clearer with the latest commit.
Let's see whether the PEP 8 checker accepts the inline comments.

Inline comments must have the # preceded by two spaces.
Why do you want to reuse the dialog? It seems cheap enough to just recreate one if needed (as you mention yourself that's unlikely anyways).
If we're OK recreating a dialog everytime and wx doesn't need a reference, then I'll just not store it anywhere?
(Again, I don't know anything about wx best practices, just trying to map my qt knowledge to that...)

The two spaces are there, so the checker should not complain.

At first, I did not re-use, but then I sometimes ended with multiple dialogs open.
It`s almost over-engineering...

You could make the dialog sort of a singleton: Store the reference in the Dialog class and use a class method to instantiate the dialog. That way you can keep an internal reference for reuse.

As @DietmarSchwertberger says we're very close to overengineering now :)
Would prefer a solution that works even if tools get added or removed (not necessarily common, but given that it shouldn't be hard to implement that...).

The current solution would work in that case, if the dialog was closed inbetween. Update on-the-fly would definitively be overengineering.
I will check for the singleton solution and come back in an hour or so. If it's more readable, I will commit it.

Usually, on F1 I'm just launching a browswer with the HTML documentation. For other things I'm using modal dialogs or notebook tabs if anything should be displayed permanently.
So that's actually my first floating non-modal dialog after having used wxPython for 18 years now. So sorry for the confusion...

Oh I didn't mean update on the fly, just update after close/open indeed.

I like the singleton plus classmethod.
Updates on the fly would now be easy, as _get_help_entries() is called anyway, but without it's more readable.

Thanks @DietmarSchwertberger , sorry these sat so long.