A wireless sensor network often relies on a fusion center to process the data collected by each of its sensing nodes. Such an approach relies on the continuous transmission of raw data to the fusion center, which typically has a major impact on the sensors' battery life. To address this issue in the particular context of spatial filtering and signal fusion problems, we recently proposed the Distributed Adaptive Signal Fusion (DASF) algorithm, which distributively computes a spatial filter expressed as the solution of a smooth optimization problem involving the network-wide sensor signal statistics. In this work, we show that the DASF algorithm can be extended to compute the filters associated with a certain class of non-smooth optimization problems. This extension makes the addition of sparsity-inducing norms to the problem's cost function possible, allowing sensor selection to be performed in a distributed fashion, alongside the filtering task of interest, thereby further reducing the network's energy consumption. We provide a description of the algorithm, prove its convergence, and validate its performance and solution tracking capabilities with numerical experiments.