I had one of those thoughts today. I noticed how a good amount of members here have modified their wheels to accept smooth hubcaps. I don't have steelies but do have the light weight( well lighter than the steel but heaver than the aluminum wheel) currently.
It has a lip about 1.5" or more away from the center flat section. I was thinking about getting a spare set of center caps and modifying them to take a spacer and mounting some pizza pans to fit. That is if I can find 15" diameter pans to go on them. Mounting I was thinking about using some form of heavy duty glue to hold the spacer( maybe pvc pipe) to the center cap and using two threaded rods bolted to the center cap and then bolted to the disc. That way I can remove it if I need to remove the wheel/tire.
I don't know if that will work. I need to look into it.
I could also downgrade to the 14" steel wheels that are 6" wide and run pizza pans easily. but I like how the 15"s give me a better selection of tires and better road handling. I can get steelies at the drop of a hat.