I have a set of the stainless steel snap-on moon discs on my metro's steel wheels (from Mike's Hubcap online store, which I recommend). Unfortunately they won't snap onto an alloy wheel I've ever seen, alloy wheels don't have the annular groove for the fingers to lock into.
I guess if I had a set of sought after VX wheels like you do, I would also be
reluctant to drill and tap them for screws, but I'd do it anyway. Those are some nice lightweight factory wheels, the only way to make them better for eco-driving is to clean up their aerodynamics
If it were me, I'd buy a set of the spun aluminum discs with screw holes already in them (not the ones with the larger Dzus fasteners holes) I'd use the covers as templates, drill and tap my wheels for #8-32 or maybe #10-32, and buy some stainless steel button head allen screws to hold them on. I'd buy a tee handle allen wrench to keep in the glove box so I could easily check my tire pressure (tap, screws, tee handle available mail order thru McMaster-Carr). You will also need to remove the wheel weights and have the assemblies rebalenced using tape weights, since lip-style weights interfere with the wheel covers.