As with Gilly, it isn't clear whether Tyrion knows about Jon Snow's identity, but there's certainly a chance that he might. After all, he does initiate a fireside chat with Bran during episode two, emphasising that he has plenty of time to hear about Bran's story. (Perhaps even the bit about his brother, Jaime?)
Should everyone else happen to fall during the Battle of Winterfell, could it be possible that Tyrion might still hold the knowledge about Jon Snow? Maybe. Depends on how chatty Bran was feeling that night.