The wheels provided in most of the Guillows kit are actually quite light as they are thin and hollow provided as they are in two parts.
However the wooden ones are not light, and lighter wheels even than the hollow plastic ones can be made pretty simply.
First get hold if some 1/16" balsa sheet and some aluminium tube, which has a hole in the centre just big enough for the U/C wire. Do not use very light balsa as it will just squash.
Use a compass cutter if you have one to cut discs that are around 3mm bigger in diameter than the wheels you want, cut enough discs to make a total thickness that is around 1mm more than you want I will have 5 discs for this wheel.
Cut the aluminium tube about 1" long and deburr the end
I'm going to have hidden axle ends with "hubcaps" so I've removed the centres of three of the five discs