I may be being a bit naive, but if your van is being left in a place where you suspect wheel theft to be a problem, then theft of the van itself may be a bigger issue to consider. I know our local 'neds' usually have a few spare bricks in their pockets just in case, but the market for caravan wheels is a bit limited, as compared with cars. After all, would you buy a set if offered in the back room of the 'Rat and Ferret'?? You will already have wheelclamps fitted so if the thief has got through these then the wheel nuts are not likely to pose a problem. Maybe I am lucky, my cheapo van only has steel wheels.