the cheapest ones?? your insurance is covering them.
if you pay for expensive ones, and someone tries to steal your rims and succeeds then you would make a claim... if they fail, they are going to do damage to the rims/lock nuts in the process.. you would then make a claim to your insurance company irrespective.
however, i would get it in writing from the insurer that there are no requirements to fit lock nuts to comply with your policy..