What can I do to keep the wheels from rusting and sticking to the hub?

I would suggest way oil. That is the oil used on lathes and mills to lubricate and keep them from rusting. Better than WD40 as a rust preventative. It dries a bit, doesn’t collect dirt quite as bad as grease or other oil. I’ve started to use it any place I have bare steel that I can’t paint.

Wipe a bit on the hub centers and no more.