I've got a spare set of wheel nuts and can confirm that the cover doesn't come off. I've got the spare set because I had to replace a damaged wheel and the original nuts are still in use with no damage. I also had a slow puncture and there was no problem removing the wheel nuts although the 'caps' have a very slight movement.
The nuts that came with my replacement wheel have the following part numbers:-
5 x 81EB1K024AB, Ventil H91SX1711AA, 104.0105.161
just in case anyone needs to order a spare set.
2008 1.8 Flexifuel Titanium Panther Black - Front & rear parking sensors - Panoramic roof - Cruise control - Bluetooth/Voice control - Privacy glass - Sony audio 6 disc