Glad you got them off. Myself, I am one of those people who have seen lugs come off. My grandfather own one of the largest junkyards in Delware County, Pa., one of my jobs was driving the tow truck for accidents and such. So I have the habit of tightening things up to much. I never use a air gun when it comes to lug nuts. I always use a breaker bar. I keep one in each of my cars and truck. Plus I make sure I have at lease a 2 to 3 foot pipe or bar that will go over the braker bar. When you go to any shop for tire work or brakes or any reason to have a tire removed, they always use the air gun. So keeping the breaker bar and pipe is a must for those times your not home and a flat just happens to happen. Just my 2 cents.
I didn't know you could get the lugs in chrome either nice tip, I had the cap come off one of my lugs. After seeing how they were done, I repaired it and haven't had any trouble with it siince. But i think a nice set of chrome ones would look great.

 

The caps are SUPPOSED to be "seized" on, they are part of the wheel nut they are not supposed to pop off. I dont understand how removing the cap helps understand, still a nut under the cap. Just a smaller size.

you need a 19mm socket and you turn them, cap and all, counter clockwise to remove them.