I have exactly the same problem on mine, there is nothing you can do mate apart from maybe sanding them down and painting over them with a bit of rust protection paint. Don't get it on the actual though hehehehehehehehhehehe.
 
Did mine last weekend with smooth silver hammerite. The hubs now look like they did when I collected the car on 2nd Sept
 
Thats not the wheel, its the hub of the brake disc.

Mine are painted now.

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I painted the discs with some black enamel spray paint I had kicking around, stayed on, discs were new however when done.
 
If its under warrentee take it back to the dealer to sort out. Happened on my mates leon FR after 2000miles. Dont know what they did but hasnt had the problem since
 
I have done the font rotors, did them before it went back to the dealers for its ritual disembowelment of the engine and gear box. Wire brushed, used rust converter. Maksed the breaking surface Then 3 coats of silver heat resistent calliper paint out of a Halfords rattle can. Will do the back one when I get it back (Eventually)
 
Like Techie says, its steel its going to. just whip the wheels off and have a go. Just dont paint the mating face of the hub to wheel as they will stick together