This seems to have been introduced in KSP 1.3.1. Some wheels bounce harder than others, but all have some bounce.
The large gear seems to have the least noticeable bounce, but it's quite noticeable at Minmus. The others are very noticeable back at KSC. The small gear seems the most stable.
To avoid scrolling down, here are current bug reports filed on this problem. Please upvote these.
https://bugs.kerbalspaceprogram.com/issues/16159 <- Surface collisions on physics start