I've noticed a vibration in the steering wheel over harsh bumps, almost a knocking feel to it. When I was under the car last weekend, I couldn't see anything out of the ordinary. No steering dampener either?

Is it normal for these cars to track rather aggressively on harsh bumps?

 

No, something is worn, did you get a prybar on the suspension components and load them for play? There's a few things that could cause this and worn bushes are number one. Then there's wheel bearings and wheels, lower steering column, etc etc, try and get it on a ramp.

 

I did not use a pry bar, but gave everything a good few shoves with my legs while under there. I visually inspected the bushings and everything "looked" good.

My car is a VDP and the dealer sold the original owner a Penta 18" wheel package even though it is not an XJR.