WiX: How to create a single MSI file containing the Installation Wizard in multiple languages?

I want to distribute my application as one MSI file.
The installation wizard should be displayed in the user's locale, such as French or Japanese.

QUESTION: How to achieve this with WiX?

Notes:

• light -culture generates one MSI for each culture, not what I want.
• The rest of my app localization works, one MSI. Only the installer refuses localization.
• I would rather avoid using undocumented MSI features as WiX warns about it .