The nut that holds the wheels on the axle is a POS. Have you modified this? Thinking of drilling holes in the axle and adding cotter pins...unless there is a better solution.
3/8" stainless steel shaft collars work great. I've put them on a few of mine.... Got them from Amazon.
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And what's wrong with the factory caps?
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I ran into an issue a few years ago and this was my work-around:
https://weberkettleclub.com/forums/index.php?topic=34203.msg342382#msg342382