I prefer bolting the casters and floor locks. It's easier to replace them if needed. Plus, weld spatter can find its way into the openings and interfere with the smooth operation of the ball bearings. If you do weld the casters on, wrap something around the bearings to prevent that.
For cad plated nuts, chains, bolts etc. I don't worry about removing the thin plating. The MIG takes care of it. For heavily galvanized parts like angle iron or the square tube I used for the table legs, I grind till the plating is gone. When the grinder sends a decent stream of sparks, it's an indication you're down to the steel. You can also see the slight difference in color where the plating ends as you grind it back.
