In wireless roaming a mobile device obtains a service from some foreign network while being registered for the similar service at its own home network. However, recent proposals try to keep the service provider role behind the home network and let the foreign network create a tunnel connection through which all service requests of the mobile device are sent to and answered directly by the home network. Such Wireless Roaming via Tunnels (WRT) offers several (security) benefits but states also new security challenges on authentication and key establishment, as the goal is not only to protect the end-to-end communication between the tunnel peers but also the tunnel itself. In this paper we formally specify mutual authentication and key establishment goals for WRT and propose an efficient and provably secure protocol that can be used to secure such roaming session. Additionally, we describe some modular protocol extensions to address resistance against DoS attacks, anonymity of the mobile ...