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.
