Most small metal pulleys (probably mostly larger than this) simply use a grub screw through the wheel flange to bear on the flat. Think here meccano to about 75mm diameter low power motor pulleys. Wheels are about the same sort of thing as pulleys?

Make a small broach and drive that through an undersize hole

When I've thunk that thought in the past, I've doubted that it would work because of the asymmetric side-forces on the broach messing up the concentricity.

From the pics of your swarf, it looks as if it works pretty well. Thanks, I'll file that for future ref!

If mounted on a steel axle, an aluminium wheel will be prone to fretting if there is even the slightest relative movement possible. I think I'd be tempted to also use a drop of Loctite (or similar) to prevent that.

Another option may be to just put a 2mm hole right through then cross drill 1.6mm to meet the 2mm hole. Part tap that M2 and then make a small steel screw with 1.6mm plain end and M2 thread with a screwdriver slot in the end.

Slip the wheel onto the stub axle, start the screw then put a small amount of Loctite onto the thread before screwing in until it just nips the flat of the axle. once the Loctite has dried you can slide the wheel on and off as needed with a fitted tyre, pin will stop it rotating.

Another way might be to drill an offset hole for a small peg using an end mill, if made a close push fit should be enough to prevent rotation.

Neil