Thanks, KITT!
Here are a few more details in case anyone is thinking of doing this, too. First I drilled through the thin shell of the acorn-style lugnuts.
Then I was able to convince 10-24 lock nuts down past the threads of the lugnuts, and I threaded in a screw/jam nut/washer combo into the lock nuts. To hold the locknut inside the lugnut, I had to jam in one jaw of a needle nose plier while I threaded it in. Then I snugged down the jam nut so it looked like this;
Next I smeared that nasty silver anti-seize stuff all over the threads of the lugnuts and the threads of the 10-24 screws that were poking above the locknuts. Then I poured in some J-B Weld thinned with acetone and let them cure for 24 hours.
Kinda fiddly and tedious, but it worked.
I also got some vinyl tubing from Lowes and slit it. I put this around the perimeter of the pizza pans so it won't chaffe my alloys.