You can coat the wheels, but will the coating hold up to high pH wheel cleaners (pH 10+) ???? Which, sounds like the type of wheels cleaners you will be using with a lot of brake dust.
I've pretty much solved this issue...
1. Get ceramic pads all the way around ASAP. If your brakes are throwing a lot of dust - they are likely semi-metallic. This is the biggest thing you can do to solve the issue. The brand Junkman recommends (I endorse and run them as well) are Wagner Thermo Quiets. I'm also running PBR/Repko ceramics on my BMW. Neither make any dust to speak of.
2. Honestly, no matter what coating you put on the wheels, the hydrophobic properties of it will fade within a year IME. IF you want to pull and re-coat your wheels every year - that's up to you. But to me, it's just a PIA. I've have much better luck using Permanon or Hydro2. They are easily and readily renewable (spray on / rinse off). I top them off maybe once every two months. They are both super hydrophobic and repeal dirt well. There is no "build up" or old product left to oxidize.
If you do these two things, you will only need car wash soap to clean your wheels.
IME DLux is too finicky to use on wheels on a brand new car. While, it's probably one of the toughest coatings you can use on a wheel, it can be difficult to apply to smooth metal without streaks - especially intricately designed wheels.
Then there is the issue with DLux - does it ever really come off? IME, it tends not to fade evenly, and can oxidize. This leaves you in a situation 2 years down the road with less than perfect wheels, and no ideal or easy way to re coat them.
I was an early adopter of DLux for trim, but it does have some issues.
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