If your CNC device is is experiencing "wiggling" on a diagonal line, you may want to consider adjusting the anti-backlash nuts on your machine. If they are too loose, they can oscillate in tension while the lead screw pulls in a given direction. This translates to an unsteady motion and will become immediately apparent when two motors are moving in unison.
I first noticed this issue while debugging other issues with my PCB router. My first thought was that it may be feed rate related, so I did a small sweep of different feed rates, and found that it was mostly speed independent.
I've recently seen this issue come up in a few research projects being carried out by fellow group members. This issue had been attributed to poor firmware design, however I had my doubts that the consumer product I bought would have such issues. So my second hunch was that the anti-backlash nuts may be some how causing the issue. As I watched the mill move diagonally, I could noticeably see the nut deflecting a bit in different directions.
Let's take a step back for a second and ask, what are anti-backlash nuts good for? Why not just remove them and solve the problem? Well, it might solve the problem at hand, but would in turn cause a much greater problem. Backlash is caused by the small space in between the threads of the lead screw and the nut. When the lead screw changes directions, there is a small amount of space where the screw begins to rotate, and it is not pressing against the threads of the nut, which translates to a failure to move for a few split seconds. Anti-backlash nuts consists of two nuts separated by a spring. This means that at any given moment the set screw is pushing against the top and bottom of the anti-backlash nut, and mitigates the issue.
After a bit of dismantling and tightening, I was able to do a feed-rate sweep again. Thankfully I found the "wander" issue to be defeated, and nice clean cuts regardless of feed rate. If you are having this issue, I recommend iteratively tightening your anti-backlash nuts and running diagonal cuts (or extrusions) and examine the results