Luckily there is a very simple solution. You just need to buy caster cups. But not any caster cups, you want to buy the ones with indentations shaped for the wheels of your bed.

You won't find these stocked in most hardware stores, or large retailers. But you can find it online right from Amazon.com:

More about this product from the manufacturer:

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Technical Details

  • Provides maximum grip and floor protection
  • Ideal for bed style wheels 2-Inch to 2-1/4-Inch
  • Can be used under legs with a diameter of 2-3/8-Inch to 2-5/8-Inch
  • Protects hardwood, laminate and ceramic tile floors
  • Patented Slipstick large castor cup is designed for castor wheels. It contains an O'ring specially formulated to protect floors and stop furniture on wheels from moving.

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Order these now to fix your problem.