I've just taken my car out for a bit of a shake down after refitting the engine. There is a slight wobble on the steering wheel at all speeds. Not much, but you can see it if you take your hands off the wheel. I felt it coming home from a track day a few weeks ago but just assumed that it was the big flat spot on one of the front tyres

Since then I've had new tyres fitted and the wheels balanced. I'm fairly sure it isn't the wheels then. what else could cause this?

Have you had the tracking checked? Not overly likely but a simple check all the same. Only other thing I can think of is the bearing starting to go on one side.

could it be brake disc warpage? Is it worse under braking?

One of the front wheels is out of balance. Get them dynamically balanced again. Its not uncommon for the monkeys to balance them incorrectly.

David

Yup, monkeys unable to use the balancing machine.

Or, your wheels are not able to bolt up centrally to the hub, because there is no spigot to align them...

Could also be because wheels are over tightened causing distortion

Had mine done twice on my Golf once after the weight fell off the inside rim and the second time it was wrong weight...

I'd look at having it balanced again - for free at the place you had it done last!

Not sure if there the same as on the MK

But we had the top front ball joint lock nut come loose, it was only wobbeling the pitch of the thread but you could feel it thought the steering wheel.

On the Mk the top ball joint screws into a thread on the wishbone, which then has a locking nut on the back, it was this which had come very slightly loose.