We analyze the emergence of wiggling temporal localized states in a passively mode-locked vertical external-cavity surface-emitting laser composed by a gain chip and a resonant saturable absorber mirror. We show that the wiggling instability stems from the interplay between the third-order dispersion induced by the micro-cavities and their frequency mismatch. The latter is identified as an experimentally crucial parameter defining the range of existence of stable emission. We reveal the homoclinic scenario underlying the wiggling phenomenon, and we show how it allows us to control the oscillation parameters.