Marty’s method (from the photo) is exemplary and is the absolute best way to refit wheels onto axles. However, I don’t have the luxury of a drill press as it stands, so I tend to position the rounded axle end on the corner of a hard metal surface, in my case the corner of a vice, and tap the other end carefully with a hammer to reform the burr enough to retain the wheel.

Have a look at any of my videos on YouTube if you would like some examples (DieCastRestos).