That's exactly what i'll be doing with my new rims. The vw locking nut and the McGard ones, so two locks per wheel.Gutted for you. Wheels are easily replaced. As said before, hope the underneath isn't damaged.
I know they are a pain in the arse, but this makes me want to put more than one type of locking wheel nut on each wheel. I'll keep an eye/ear out for the wheels being sold second hand.