Is there anyway to remove mag wobble?  I just bought a 7.62X39 Saiga and Pro Mag 30 round mags came with it.  They wobble a lot.  The Surefire mags that I've used for Saigas in the past were very tight.

Load the mag, it wobbles less

Is there a problem with feeding?
How easy was it to insert the Surefire magazines?

Some lateral play is inherent in the design, unless you want to fight to insert the magazine every time. I built a rifle once that had almost zero play. it was almost impossible to get a magazine in it. I fixed it by filing the locator tabs, which is what I should have done in the first place.
People worry about "mag wobble", but truthfully, I've never seen a rifle that failed to feed due to lateral play in the magazine, and I've read exactly one post from someone who claimed it caused a problem.

The Surefire .223 mags were easy to incert.  The .308 mags took considerable effort.  If it isn't a problem I will live with it.  The previous owner said they would double feed at first, but with use they seem to be ok now.

If you have a problem, a POSSIBLE fix is to epoxy  shims in the receiver. I have never done this and the only posts I've read involved WASRs.
Bearing that in mind, others have cut shims from the small pieces of metal used to fill the empty slots in the back of a computer and epoxied them to the receiver after fitting them to reduce the amount of play to what they consider an acceptable level.
I'm not recommending this procedure, merely making the information available.