You can protect your rims from theft with these rim locks from the German brand McGard. The package includes 4 wheel nuts that can only be tightened and loosened with the individual key supplied. This prevents potential thieves or at least slows them down considerably.
They fit all Tesla models - and since it's a short, open version, the caps fit back on after installation.
Please make sure not to lose the key and always take it with you when changing tires - otherwise it will also be difficult for the workshop!
If you lose it, you can order a new key from McGard using the code number in the installation instructions.