A lock won't slow down anything but a neighbourhood teenager who decided as they walked by that they were going to steal your wheels.
You can get kits like this super cheap:
https://www.princessauto.com/en/deta...et/A-p8320954e
or something like this if you want the pro version:
https://www.amazon.ca/Ken-Tool-30171.../dp/B005EKZEFW
Point is, a thief doesn't care if they ruin the lock getting it off. They'll get the wheel off just as easily.