Gather the pieces shown below. Like earlier, another ninja slim grey holder piece has snuck into the image.
Put the pieces together as shown.
Now, here that slim grey holder piece is actually needed! Gather these pieces.
Connect the pieces like so. The slim grey holder piece is underneath the wheel, holding the grey bar at the bottom.
Now, reclaim the piece completed in step 6. Note that the grey holder piece has been removed.
Place the pieces together like so.
Correction: This configuration does not provide sufficient height to the stabilization wheel and causes the sensors to hover too far above the ground. Add another slim grey holder piece either beneath the upper black piece or put the grey holder piece in the position described above and the slim grey holder piece at the top. Choose whichever works best for you.
Attach the connector wheel as shown here. The robot is now complete!