https://www.bearingboys.co.uk/Blue-E...-Wheels-1402-c
I believe another good source of wheels (not used them my self but I think others have). Might be heavier, but are sturdy and have a nice big boss to put a nut in. If your doing the hot nut/ small hole method, only drill the hole as deep as you want to put the nut in (not all the way through) means nut can only fall out the side you put it in, and then use a large washer on the reverse thread screw, acting against the wheel, to clamp it all together. Hope that makes sence.
Or if using the long female nut on that eBay link. you won't need a large washer (will hold the motor to the nut really well) just need to find a way to keep the nut in the wheel well.
Oh and longer nuts are often better than short (acts as a longer lever). Hope this helps