You could also use 'safety wire'. When you race motorcycles you have to wire the drain plug, oil filter, and exhaust pipe bolts as well as disc brake caliper mounts, etc. The wires hold the bolts from unwinding.
I have used the safety wire to hold my exhaust system 2-1 for my 76 triumph bonneville. You'd put the stainless steel wire through a slot in wheel and wheel cover and then tighten it up with a safety wire pliers which as you pull a knob they spin about.
Now having said all that it, that's a suggestion, but I would do what Brad54 sez. Most wheel covers stay on and are well designed.
