Hi Mike,
Just my thoughts, but if you were to level the machine to the base via leveling bolts it would eliminate fiddling with shims making it quicker to dial in as well as making fine adjustments later.
The leveling castors would be used to make up for an uneven floor providing a solid mount. If you think of a lathe aboard a ship that pitches and rolls underway, so long as the bed twist is neutral the machine doesn't care and cuts correctly. Instead of drilling /tapping into the .250" wall (too thin for threading), you could turn threaded bushing that are shouldered to sit in a drilled hole and weld them a bit to simply to hold them from turning while adjusting the nuts.
Something like 1"diameter on the large end turned down to say .875" with a .250" thick shoulder. (these dimension depend on the size of threaded rod/bolt you would use.
Something along these lines but with the longer threaded portion inside the tubing:
View attachment 247369
Not much weld needed as its only prevents the threaded bushing from turning.
Keep the top portion thinner and more of the threaded portion inside the tube.
In this application, we needed clearance on the underside so the opposite was done, but you get the picture.
View attachment 247370
So think of this as a cutaway and upside down to what you would require. Remember to keep the shoulder thickness to a minimum so you don't keep adding hight to your machine. Once level, you jamb nut to the bushing, jamb nut under the lathe and secure your machine to the threaded stud.
View attachment 247371
Man, I hope I didn't confuse you. If you need a sketch, I'm happy to draw one up and include a photo for clarification but let me know what size rod/bolt you will use if you want to pursue this application. Skip the shims brah.
Mahalo,
Paco