I don't even bother with new wheels, just pull out the existing Bachmann ones, they run through pointwork ok. Needs the back of the axleguard and solebar cutting flush though.
I cut a 45 degree chamfer on the inside edge of the brake mouldings to clear the wheels.
The fixing screws are easy to cut with a decent pair of cutters so you don't need to waste washers!
Also be careful of the brake levers, depending on the model, it may have been assembled with levers that take the brakes off when applied.
Mike.