I had the same problem with my Steinway Duo-Art.  We were told that
the legs were the correct ones for that model, but apparently not for
that specific piano -- somehow the originals weren't put back on at
some point earlier in its history.   Whenever the humidity dropped,
as in wintertime, the piano would wobble when turned on.

Several folk like Harvey Roehl and Ed Freyer said the motor was not
balanced, which made sense.  We should have listened to them.

One technician said we didn't need to balance the pump, and suggested
we remove the pump, etc., and put it under a countertop about four feet
away from the piano, with hoses running over to and up a hidden leg
into the works.  He said there was no such thing as friction loss with
air.  That strained the motor so every time we turned it on we could
smell something burning, and we were never able to use it again.  My
suggestion is to get the pump, wheel and all _perfectly_ balanced and
correctly mounted to the piano frame.

Also make sure you're maintaining sufficient humidity, but not too much,
for a number of reasons.   Make sure the screws are the correct length
and have the legs on absolutely tight to the piano.  They shouldn't be
glued to the piano or how could you ever move it?  But they may not be
tight enough to the block and all that comprise the entire leg units;
some joint(s) there might need re-gluing.

We hope you resolve this all better than we were able to in our
trusting and ignorance.  In our case, an essentially simple problem
became a disaster and deprived us of our enjoyment for years.  That
same technician managed one way or another over time to destroy not one
but three grand reproducers of ours: one each Duo-Art, Ampico and Welte.
You know the old adage -- Fool me once, shame on you; Fool me twice
(let alone thrice), shame on me!  Stupid us.

Good luck with it all!
Bestus,
Lee Munsick