If your insurance states wheel clamp to be used when van unoccupied or not in use then you give them an easy get out clause by not using a wheel clamp in the event of your van being stolen.
You could remove your wheels then fit your spare with a wheel clamp, this would allow you to save the "normal" tyres but still meet insurance criteria. Some types of winter wheels have a locking system,check with your insurer to see if they would accept them instead of a wheel clamp.
Robert