NOTE: using ROS melodic, ubuntu 18.04, 64 bits
For me it works with the following setup (assuming you already have the collada .dae file):
<link name="wheel_right_link">
<visual>
<origin xyz="0 0 0" rpy="0 0 0"/>
<geometry>
<!--<cylinder length="0.018" radius="0.033"/>-->
<mesh filename="package://my_ros_pkg/meshes/my_part/my_model.dae" scale="1 1 1"/>
</geometry>
<material name="dark"/>
</visual>
<collision>
<origin xyz="0 0 0" rpy="0 0 0"/>
<geometry>
<cylinder length="0.018" radius="0.033"/>
</geometry>
</collision>
<inertial>
<origin xyz="0 0 0" />
<mass value="2.8498940e-02" />
<inertia ixx="1.1175580e-05" ixy="-4.2369783e-11" ixz="-5.9381719e-09"
iyy="1.1192413e-05" iyz="-1.4400107e-11"
izz="2.0712558e-05" />
</inertial>
</link>
gazebo.xacro:
<gazebo reference="wheel_left_link">
<mu1>0.1</mu1>
<mu2>0.1</mu2>
<kp>50000.0</kp> <!-- default : 500000 -->
<kd>10.0</kd> <!-- default : 10.0 -->
<minDepth>0.001</minDepth>
<maxVel>0.1</maxVel>
<fdir1>1 0 0</fdir1>
<material>
Gazebo/DepthMapVS
</material>
</gazebo>
The most important part is:
<material>
Gazebo/DepthMapVS
</material>
To make the collada file (.dae) I use Blender and UV mapping (see uv mapping youtube tutorial) and before exporting the model in blender, go under material -> shading and turn on emit to about 0.65 . This will make the object more bright, otherwise it would look very dark.
If none of the above works for you, a full example (not with gazebo tags but with sdf) is available here.
