Another possibility is a too loose or non-concentric spigot (centre of wheel) so the wheel isn't mounted prefectly centred on the hub. If you jack up a wheel (with a proper jack, not the dangerously flimsy VW one) and spin it, it will be out of round.
If you still have the original wheels put them back on and if the problem goes away it is definitely your new wheels (and seeing as that is what you changed just before the problem happened it is very likely the cause).
2017 MY18 Golf R 7.5 Wolfsburg wagon (boring white) delivered 21 Sep 2017, 2008 Octavia vRS wagon 2.0 TFSI 6M (bright yellow), 2006 T5 Transporter van 2.5 TDI 6M (gone but not forgotten).
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