I recently purchased a set of Campagnolo Zonda wheels. For the rear wheel, I bought a Campagnolo 9 speed “loose-cog”cassette. I can’t for the life of me get this cassette to work properly with the rest of my drivetrain: Daytona 9-speed shifters, Daytona 9-speed rear derailleur, Daytona 53/39 crankset, and Phil Wood’s Campagnolo-compatible 111mm bottom bracket.
One possible contributing factor could be that your chain has gotten worn in with your old cogs, and a new chain might fixo r greatly reduce the problem (try a Shimano chain–the bowed links often are more forgiving with slight adjustment problems). If it then works on the Daytona cogs, it will probably skip and be noisy on the Wheels ones … At least check your chain wear by measuring its elongation (different methods of doing this are in the chain chapter of Zinn and the Art of Road Bike Maintenance)
If your chain is in good shape, you might go to a bike shop and see if you can try other Campy 9-speed rear wheels in your bike to see if perhaps there is some idiosyncrasy with your wheel. It is a good idea to check your chainline and get your chainring sas close to centered with the cassette as possible (also explained in the book mentioned above). If all else fails, exchange the Zonda rear wheel for one with a Shimano-compatible freehub on it.