Assuming this is a Panzer III, which is notorious for losing wheel halves while driving in anything... use blue Lock Tite. Let it sit for about 20 minutes to let it cure, and it'll be removable if you need it to be.
Second... don't take your German tanks out in the snow. Panzer 3-4s' tracks are too narrow for anything deeper than an inch and you'll risk tearing off your idler or mashing up a gearbox. Tigers and Panthers interleaving road wheels are terrible in the snow as they get clogged up and cause the same issues.
The problems that plagued German armor in Russia affect the R/c versions exactly the same way...