2mm gears?

That will expand the axles, making for a worse fit.
Plastic gears must not be too tight a fit, else they will eventually split. They should be a gentle push fit as is. Two methods for fixing them onto the axle:
a) Knurl the location of the gear (ie, impress a grid pattern onto the metal), that will make some of the metal stand proud of the axle. When you push the gear into place, the knurling will cut small grooves etc into the plastic, which will tend to close onto the metal, and stay in place.
b) Use Loctite or similar gear/nut gluing (locking) compounds. Use the watery stuff, it will bleed into the joint just before its sets. This may not work, depends on the plastic.
Good luck.

Thanks, but how to get the bloody gears onto the axle in the first place, as the hole seems smaller then 2mm dia?

If they aren't a push fit, then the gear/axle combo is wrong. Get in touch with the vendor, and see what he says. BTW "gentle" is relative. I mean, if you have to hammer the axle into the gear, it's too tight. Or if pressing the axle into the gear with a vise means major effort in turning the handle, effort that will impart grooves to your fingers, it's too tight.
You could try reaming the hole in the gear, but if so, get some face-to-face advice from someone with professional or amateur machinist experience. If the gears are cast, then they will have a kind of skin on them, which I've been told should not be breached. If they are machined, then reaming them is just further machining, and shouldn't be a problem.
You might try heating a gear in near-boiling water, that will expand the hole, and if the gear is then a push fit, that might do the trick. Conversely, put the axle in the freezer for a minute or two, that will make it shrink, and then the gear might fit.
FWIW, I've had locos whose plastic gears on metal axles split after a while. I infer that fitting plastic gears to metal axles is not a simple problem.
HTH & good luck,