SW,
what i do, and mind you, this is only what i do, i roll the tread into a circle, and glue the ends together, and then glue the sides on, of course scoring the tabs on the sides of the tread first.
then i usually attach the outside wheelside on first, and push the tabs from the tread as much as i can to the outside of the wheel disk, this doesn't deform the wheel much, but it works for me.
to finish the wheel, the inside wheel disk goes on, and I will trim the wheel disks to the level of the tread, and use a black sharpie to color the edge.
Rick