Yes, Doom wads are still being made all the time. You can visit Doomworld for all the latest info.
BTW, note that wads are independant of the platform it runs on: any wad you find which runs in windows (or DOS) Doom will also work in the GP2X version of Doom. In fact Boom (the port of Doom for the GP2X) will even run wads which wouldn't work in the normal Doom.
To put it another way, all wads which work in "vanilla" Doom will also work on your gp2x, as well as those which are Boom compatible.