Will reduce future rusting and also hide whatever does arrive. If you really want to eliminate rusting from your life you could:
1 shoot it, like Elvis did with his pantera. Pour 10 litres of petrol around the interior and torch it. This could be the most satisfying solution. I think a shotgun would do a better job than Elvis' handgun. Buy a properly engineered vehicle
2 go to a load of trouble to locate and buy decent quality wheel nuts (no idea if possible)
3 go to a load of trouble and somehow paint/ lubricate/ galvanise the crap vw wheel nuts. These will then be covered by the caps.
I think with the Cali, one is right to be disgusted with the build quality. And as a result of the shabby build quality, some things just can't be fixed 100 per cent, despite the price tag on the van.
I think just going with the plastic covers are the practical way. Maybe you can roll their rusting into your claim to get freebies out of vw?
Hope you can get for free. Muggins here paid for his.