The hardwood wheels you can buy look really good and I've used them several times myself. An alternative is to make your own. They are more rustic and simple in design but very cheap as you can use scrap offcuts of wood. What you need is a 'hole cutter set'.
You can spend a lot of money on a quality set or do as I did and get a set from Aldi
https://www.aldi.co.uk/en/specialbuys/t ... -saw-sets/ for less than a tenner.
If I am going to make a quantity I take some 3/4" pine and draw out a matrix with a pencil so that every intersection is where I start drilling. This is a very quick way to cut out the wheels and takes all the guesswork out of where to drill next.
Once I have the wheels they have to be sanded and rounded over to take off the sharp corners so I thread them on to a piece of same diameter threaded bar which is then put into my drill press.
The wheels have to be kept apart to get to the edges so I make a sandwich of pieces :-
Starting at the chuck . . .
nut
washer
first wheel
washer spacers
second wheel
washer spacers
third wheel
washer
nut
By tightening the bottom nut a bit you should be able to get a fairly solid mass. Don't over tighten otherwise the washers will leave a ring mark.
I only use a shortish threaded bar as I don't want to put too much sideways pressure on the drill press.
Once it's been bolted up, turn on the drill press and apply gentle pressure on the wheels with some sandpaper. Work the sandpaper on all the surfaces and especially on the edges to give a nice rounded over feel.
Change to a finer grit sandpaper to get a nice finish . . . . and that's about it really.
Barry