In your opinion then is there a more reliable way of mounting wheels other than pinning straight to the gearbox?
Short of welding the wheel to the shaft with a metal plate, the "pin through the shaft" idea is the best method I can think of. However, you could also drill a small indentation, attach a wheel hub onto the shaft and then screw in a grub screw into the indentation on the shaft (remembering to thread lock it) and then mount the wheel to the wheel hub. That is the method I use to hold down the pinion gear on my Middleweight's axe and has yet to come off.