The 'wiggle' depends almost completely on the quality of the rim where it fits onto the shoulders of the drive hubs on the axle, and the tightening of the screws. I've never had a problem with any truer or arbor in getting a good round tyre because the arbor clamps down on a large flat area and the clamping nut does the same.
The Zen solution is very good because the part is well made, and the shoulders that fit into the holes in the wheel provide additional support and location that the simple shoulder in the middle of the hubs cannot provide.
My experience is that wheels from JFT and CRC are much better moulded than anything else, and the now-defunct Jaco rims were the worst in this respect. HTH