Shake? As in slight side to side steering wheel movement? Or like a bouncing feeling?
Side to side steering wheel movement could be a balance issue. If you are sure your track bar mounts are torqued properly, and there is no other movement in any steering components (search dry steering test), try swapping front and rear tires. Swapping tires could identify an out of balance tire and wheel up front if it goes away. TJ's are very finicky about all of the above being right.