Ross
As the car already has the alloys fitted and you are happy with the look , then it would seem you have a win-win situation.
These alloys are substantially lighter than wires , so the front end remains under much better control due to the reduction in unsprung weight.
Yes the centre lock nuts will tighten in use , they are designed to do so. I will leave you to ponder over the reasoning.
As Richard says make sure you lubricate the splines BUT this is one place to be very careful not to over-lubricate, you do not want excess grease being thrown up onto the disc surfaces. I would start by greasing, mount the wheel and tighten up to Richard's suggestion, then dismount , wipe off any excess grease that has been forced to the rear (but leaving a coating on the bevelled face) and remount/tighten.
