The roughness that you’re feeling on your wheels is probably embedded contaminants; a combination of brake dust, tar spots and iron fall out, so to get them back to being smooth, they need to be decontaminated.
I’d use an iron fallout remover - something like Car Pro Iron X, Valet Pro Dragon’s Breath or Bilt Hamber Korrosol Iron Remover. I have used Iron X - make sure you follow the instructions and don’t leave on for too long as it might stain your wheels. You’ll see when it’s working as it changes from clear to a purple-ish colour. Be aware that it stinks to high heaven (at least Iron X does). Any tar spots can be removed with a proprietary tar and glue removal product such as Valet Pro Citrus tar and glue remover - or WD40 also works as a tar remover.
If they still feel rough to the touch, you could try a clay bar (I’d use a fine grade bar) and plenty of lubricant - you want to avoid the clay bar ‘dragging’ on the surface you’re claying to prevent marring of the black painted sections of your wheels, so plenty of lubricant is important. Some clay bars can be used with a mix of car shampoo and water as a lubricant, and with others you can use a quick detailer product.
Rinse well after each stage, wash with a ph neutral shampoo and water solution and dry off. I recommend applying a couple of coats of wax or sealant, so contaminants don’t stick to the wheel’s surface in future, and they’ll also be easier to clean.