Actually, there are 2 different types of Rover lug nuts for the alloys - the earlier all steel RRC style will not work with a steel wheel because it lacks a taper at the end to properly locate the steel wheel. The later version which, at least over here, was the chrome cap version which had a taper at the end as well as the shoulder for the alloys. You can run these on steelies. The spare on the US spec cars was steel, in fact. They do stick out from the wheel, and a bit of 'bling' to the rig, though :)
I'd opt for the full set of steel lug nuts if you can wing it, though. If nothing else they just 'look right'