Wheel locking bolts or lock that fits into them?

difficult to think of the title, anyhow we have a bulldog wheel lock (http://www.bulldogsecure.com/view/bulldog-em500ss-euroclamp/5) but the van (2007 swift with alloys) doesnt have any other lock, so in theory someone could simply remove the wheel and replace!

so i was thinking of a wheel lock like http://www.towsure.com/product/Stronghold_Sold_Secure_Alloy_Wheel_Clamp but then again i could save £50+ on just getting a pair of wheel locking nuts.

So what are people opinions on both options? the bulldog seems VERY secure but only with locking nuts.

it is stored in a CASSOA gold so that is fine, this is mainly for being on-site.

Also can anyone suggest a good set of locking wheel nuts that would fit?

thanks