If it was me I wouldn't bother with locking wheel nuts, Derek.

The chances of having them nicked is next to nothing - your wheels are worth virtually bugger all (I don't mean that unkindly) and they won't fit much else either.

What's more likely is losing the locking nut key and having to get one taken off with brute force.

.

As above, the chances of somebody pinching your wheels is slim. The chances of misplacing the key are high, and the possibility of the key churning itself up so it no longer fits well even higher.
I have removed the locking wheelnuts on my car for this very reason. I could not get them off when swapping over the wheels. My friendly garage also had problems, taking 1/4 hr to remove two.

Colin