Or just fit standard bolts?
Any light-fingered slime-bag who might want to steal the wheels would probably assume they had lock-nuts on. So he's either going to leave them alone or he'll have the tools to remove them. Either way it makes no difference if they're actually fitted or not. Just put a chrome cover over a standard nut so it looks like a lock-nut.
Once fitted a flashing red LED to my car for the same reason. If it didn't deter them they were prepared to break into in despite it having an alarm, so why bother fitting one?