Yes the spinners tend to tighten when in use as that's what they are designed to do ie. not undo when being driven. So they are quite tight and unless you have the correct tool for the euro octagonal type you really would struggle. They are a common size and fit other cars like MG but I haven't heard of wheels being nicked!
Keep your eyes on the for sale here as sets often pop up and ebay usually has some. Don't just jump for a tatty set as they all sell at around the £100 or less so wait for a good set!
