Roadie, nice job.
I don't think the wheels are the issue rather setup, be sure that the wheels are perfectly on center. The tool pressure can cause the single line. You can try rotating the compound ever so slightly towards the tailstock to make up for the pressure. Also, what I do when I can, touch the wheels to the work, note the crossfeed dial reading, back off and move the carriage towards the tailstock, set your power feed up, and set rpms around 300-500, advance the cross a few thou and go for it. Doing it like this has netted me the nest results knurling. Made me go from "this knurling tool is a piece of crap" to "so that's how you do it" lol
I usually stop the machine, put in reverse FEED (motor ccw/standard)and let it back out off the work, stop the machine, forward FEED, advance another thou or so repeat until your happy. It works for me