There's a bunch of different woods that are good. But I can only recommend ones I've had good results from. My favorite is yellow birch. Paper(white) birch works well too. The birch while up there in hardness on the janka scale still conforms and compresses extremely well. Filling those voids. Even the tiny ones very well. And it doesn't split easy at all when driving it in.
Here's a few examples of the conformity of yellow birch. 1st up is on a red oak haft;
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Here's one in hickory;
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And here's a paper birch in hickory;
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I show those because birch is high in hardness but it still compresses and conforms very well. While I know there's others that work well this is abundant around here so I've found my wedge wood! I have to make them myself though.