I second the motion on 4-40 bolts. Do use the brass tubing that fits over the bolts. If it is too small for the wheels, then bush the wheels with the next size up (and the next if needed). If it is too tight for the wheels, bore the wheels out.
The advantage of the brass tube is you make it a little larger than the width of the wheel and, with washers on the outside, lock it to the gear and it becomes the axle. You can double nut the bolt, and even use this method for wheel pants. Make the brass tube again just a little wider than the wheel and make the wheel pant that exact size inside. Then the brass tube becomes the axle and you can run the bolt all the way through the wheel pant, and tighten it down. Use thin plywood on the inside of the wheel pant and a washer to keep it from crushing.