The easiest fix that is commonly used is to take HVAC tape, wrap the end of the leg with it a bit, and then push it back in snuggly. Unfortunately some are more wobbly and loose than others. If it isn't anything special it could be a candidate for a midget mod or fire pit conversion. Shorter legs = less wobble.
This is the easiest fix. wrap in a layer of tape....if it's still loose, put another layer on and try...keep doing until snug.
You can also try taking the old leg to Lowes, Home Depot, Hardware store and getting some copper pipe or other piping the same diameter and do that....it'll just be tricky getting the axle/wheels on the new piping.