Do troops gained as council rewards have Iron Will advantages?

Solution 1:

Yes, they do. I took two of them in my last game, and they immediately had the highest will of my squad. They later became the first to get psi powers.

Solution 2:

Yes, but with limited gains. A new Major ranked soldier never got more than 100 willpower with many reloads. But a Major I train myself can have a maximum of 112 willpower.