Welcome to the forum. I’m not familiar with these particular cars (wagons) but if they are designed to run on a 3 rail, AC layout the wheels are not insulated and will of course cause a short. The solution would be as you have surmised to change out the wheelsets for an insulated variety if they are available.
the production of Hornby Dublo 3-rail AC equipment was stopped in 1963 - 57 years ago! Your wagons may be collector´s items by now, if they are in good shape. If I were you, I would not attempt to convert them to 2-rail DC or DCC, but leave them as they are and sell them, if you don´t want to keep them.