I had this issue on my wifes CLK350. After hitting a really bad pothole car was never the same. Finally replaced the wheel and probelm solved. Everyone said the wheel was fine but always a vibration. As previously said check the front wheels.

IIRC it spins the wheel/tire +/-60 MPH. I don't know if that is adjustable by the technician.

We used to have this all the time on my wife's 1999 Audi A6 Avant - anytime we took it somewhere for service other than an Audi dealer and they took off the wheels we ended up with warped rotors but that car it only affected brake pedal pulsing, not steering wheel vibration.

I'm going to try on a set of wheels tomorrow - hopefully this is the problem! If that is the problem, where is the best place to find replacement wheels?

I just realized you are relatively close to me.

PM sent on a shop that can help you if you need your wheels trued, or checked.

Check out your local PCA chapter. Someone there may be able to help

If you like the look of your wheels you should have them checked out by a good wheel shop and repaired if possible. If you buy used wheels you will need to do the same anyway as that is the only way to really be sure you'll be starting out with straight, round and true wheels. New OEM wheels are a fortune. If your wheels just need some truing it will not be that expensive. If they need refinishing and repair of any curb rash it costs more. For my 4 18" Lt. Alloy Carrera wheels, I paid about $1,000 to have them all trued and refinished. Three of the wheels needed only minor truing and two of those needed very minor curb rash repairs which were done by welding in new aluminum. The fourth wheel was a used wheel I bought very cheaply on eBay to replace one front wheel that was bent in multiple directions and beyond repair. The eBay wheel needed more extensive truing and curb rash repair,otherwise the total cost would have been $100-$200 lower.

Speedy, thinking out of the box...

Many years ago I had a high speed vibration on the steering wheel on my X1/9 (also mid engine) and finally got get rid of it when replaced the front shock absorbers (struts),
perhaps you may want to check the condition of yours?
.

Strange as I had this issue, balanced wheels, new front discs etc, in the end it was cured with new rear discs, have no idea why but it solved my issue.

This is what I'm hoping for, as that is the only thing attached to the suspension I have yet to change. Did you feel any pulsing or vibration when braking? Or did you just have the vibration?

I was hoping that this was the issue, but I already replaced the struts with new Bilstein B4s and that did not fix the issue.. I definitely learned a lot about working on cars though while replacing them, so I guess it was not all a lost cause... haha

You make a good point. I called a local wheel repair shop that has come highly recommended and they quoted me $35 a wheel to unmount, check, and remount, and then $200 a wheel to true/fix, I'll have a better idea once I try out the loaner front wheels this weekend if it really is the wheels.

Minor vibration under braking, the most annoying issue was the vibration at 75 mph, above around 85 it disappeared.

Did your steering feel less direct / wobbly at all?

No,not at all.

I'm going with rack and pinion.