Run it for awhile first. In my experience the wobble will lessen and go away over time.
The traction tires tend to get flat spots while the Loco sits in the box for several weeks on the slow boat from china.
Similarly, any Loco parked on rails versus a flat shelf/surface resting on the flanges, will also end up with flat spots on the tires.
If the brake shoes rub the tires:
The brake shoes are usually mounted to the bottom of the chassis with a small Phillips head screw.
The brake shoes on the engineers side of the Loco often turn in closer to the driver when tightening. Check them all regardless
I loosen the screw, place a small flat head screwdriver between the wheel and the shoe for spacing. Then retighten the screw.
Taking a Dremel to a brand new Loco sounds a bit extreme.