Thanks Rayin"S" and Rusty for clarifying this. Thinking MTH wheelsets are not inter-changeable. Otherwise I would try to order "repair/replacement" parts. Didn't order from 1st round of F3's (ordered, cancelled, ordered again, cancelled after going on 4 yrs.).
SHS F3's that I purchased used did not come with original boxes with scale wheels.
C&O SW-9 ( which I have always loved from my Lionel postwar days) did not include scale wheelsets for engine. For some reason I thought all sets did. "the bay" seller noted no scale wheels and when it arrived there were no slots in box for them. Still glad I bought it - beautiful stuff.
FWIIW, if MTH announces NYC passenger (lighter grey) and Western Pacific F3's in the next catalog (what's up with no future anouncements on engines/rolling stock) - then I am in and will give Mike Wolf my hard earned $$$.