Yes, but your issue with the Aristo steamers goes deeper, it's the tapered fit and lack of keyway combined with a high torque motor.
I would suggest lapping the wheels to the axles to better the fit.
Make sure you have the star washers in place.
Make sure that the screw tightens the star washer which then tightens on the recess in the wheel, NOT on the axle end.
Loctite is not the answer, but it cannot hurt.
Please read the section on "Axle Slippage" on the following page:
https://elmassian.com/index.php?option=com_content&view=article&id=215&Itemid=248
This is a complicated issue, but can be solved. If your loco slips a wheel, it is EASY for it to destroy gearboxes and rod gear.
Greg