Are you turning the wheel?
What I do with a new wheel is rotate it on the shaft until there is the least wobble.
I put a mark on the shaft and one on the wheel and just rotate it 30 degrees lock the nut test and repeat.
Lock it where it had the least wobble Then true the wheel.
[edit] Just saw
@Richard Coers post
Similar idea.
Push the wheel into alignment.
If the best position still has a wobble you can push the wheel into alignment by putting the adhesive self stick dots on the wheel under the edge of the washer on opposite sides of the wheel and opposite sides of the shaft. These dots are about .004” thick. This is a technique I learned from Don Geiger.
Put the dots on by-
touch a pencil lightly to the side of the wheel this will leave a short arc the center of which is the “high side of the wobble. The pencil mark is the high side of the wobble. Get some of the round circle stickers 1/2” diameter. Mark where the wheel is on the shaft.Draw a pencil line on the wheel around each washer.
remove the nut and Put a dot each side of the wheel so the center of the dot is on the line around the washer.
You want to push the “high side of the wobble” toward the motor.
To do this the dot on the outside of the wheel goes on the washer circle between the center of the wheel and the High side mark. a second dot goes on the inside on the same line on the washer circle on the opposite side of the center hole.
tighten and check. Keep stacking up the dots until the wheel is running true.
Every time you tighten the nut be sure the wheel is in the same position on the shaft.