Yes that was another thing that I discovered with most aftermarket wheels, ie the counterbore for the wheel bolts tends to be slightly smaller than on the factory wheels - and so the locking bolts can not be used with their usual caps if the wheels can use the factory bolts. The answer could be to buy a set of chemi blackened standard bolts and chemi blackened locking bolts so that neither need the black plastic caps fitted to look okay. My daughter was too money oriented so I just hand painted the new tapered bolts and the new smaller headed locking bolts. It is quite difficult to find a locking wheel bolt supplier that supplies "wheel sets" including locking bolts, that are chemi blackened and the correct length.
