Amen! My previous TR3A had wire wheels when we bought it (birthday present from my late wife, back in 1983 or so). Not long after, I had to replace the tube on the right rear wheel. Noticed the knockoff was really excessively tight, but didn't think much about it. Fixed the tire, put the wheel back on "normal" tight. Backed out of the driveway and started to drive up the hill. All I got was a loud ZIZZZ as the splines spun inside the wheel! Had to get help to push it back into the driveway; installed 4 steel wheels and never regretted it.
One other important point; those special nuts also have to be tightened tighter than normal lug nuts. I strongly recommend using a torque wrench, so you can be sure you got to the recommended 65 ftlb. My Dad's old TR3A lost the left rear wheel several times. I noticed there was something wrong when the car tried to go sideways going down a freeway off ramp (some 1000 miles from home). All 4 studs were badly damaged, one snapped off entirely. Second or third time, my Dad was driving and failed to notice there was a problem, until the departing wheel ripped off the fender!
As you might guess, it's also a good idea to check the nuts for tightness, every year when you pull the wheels to clean and lube the splines.