We discuss how to use Wang-Landau simulations in an efficient manner to investigate the statistical mechanics of individual lattice polymers and peptides adsorbed at a planar surface. For nearest neighbor interactions, we show that a single Wang-Landau simulation, recording the density of states as a function of numbers of internal contacts and of surface beads, is sufficient to give a full description of the phase behavior of both adsorbed and desorbed states of single molecules. It is not necessary to introduce a second confining wall. Moreover, moves are never rejected due to overlap with the surface.The proposed "wall-free" method has already been applied to homo-polymers and heteropolymers (lattice peptides using the HP model) on a uniform surface, and on regularly patterned surfaces. We give here a specific example to indicate how the relative adsorption strengths of a given peptide on different surfaces may be calculated.