Replacing Quick Release skewer with through bolt axle
Hubs that can retrofit to take through bolts are fairly uncommon, and some Googling confirms that your wheels are QR only. Through bolts are an idea that never really took off, and now probably never will with through axles becoming much more common.

Through bolts create a stiffer structure and may mitigate the problem you're having in some situations, but if what's actually happening has more to do with the axle squirming in the slot, I'm dubious about their ability to really fix that. In other words, they help a lot with rub that occurs due to flexing, but I don't believe they add clamping force above and beyond what a good QR can do.

Another important piece of this may be that the stock Aksium skewers are very basic external cam ones that, for the benefit of being light and cheap, are somewhat clamping force impaired compared to good internal cam skewers such as Shimano. Internal cam skewers apply much more clamping force, and it can make all the difference with problems like you're having.

Making sure the tab/post facing on the frame and fork is good is also important, although I'd really hope a Pinarello to come pretty much perfect in that regard.