I had some balsa wheel blanks that Lloyd Shales gave me. I also made some on the laser from some heavy paper.
I found you could glue the hub into the paper but it’s a bit tricky. I was able to ream the holes of the balsa ones and push the hubs in. They stayed in place well with friction.
I need to put some thought into the hub design. I suspect I can come up with a folding wheel that has two points of contact with the axle. Then it doesn’t need a plastic hub. We’ll see what I can come up with for the next experiments.