A small dab of shoegoo on the end of the wheel pin. It will stay in place, but as soon as its time to remove the pin, it will push out easily. Usually the shoegoo stays in the hole/hex when you remove the pin, and when you install the pin again, it will press back in with just a little resistance, enough to hold it in place.
Locktite would work too, but be careful. If you use too much it might be really difficult to remove the pin. If you use way too much, the Locktite could get into the outer hub bearing.
I'm pretty happy, we just got the first layout built at the brand new indoor track that is opening in my area. I got to run about a half a battery through my B5 rear motor car. The dirt was compacted, but not watered yet, so it was pretty slick. I threw some JC Goosebumps on the car, and it was actually drivable. The clay compound scrubs up front didn't work very well, even still, with only a blinky 17.5 the car was the fastest around the track. Hopefully my new D413 will be turning its wheels in anger very soon.