How should each of the empty spaces be filled?

  W P D U
O N   R K
X Q     B
T H S L F
E   J V Y


The missing letters are:

MAGIC, as we have all the other letters from A to Y (skipping Z)

This clues:

A magic square, and converting the letters (A1Z26) lets us fill in the grid:

                              65
A W P D U     1 23 16  4 21| 65
O N G R K    15 14  7 18 11| 65
X Q M I B    24 17 13  9  2| 65
T H S L F    20  8 19 12  6| 65
E C J V Y     5  3 10 22 25| 65
--------------+
65 65 65 65 65  65

• Correct, and very nice explanation! – jamisans Aug 2 '18 at 1:43
• How do I delete my terrible edit? – Zimonze Aug 2 '18 at 1:45