Ya what exactly do you mean by not damaging them? Did you lose your key? Or do you mean without scratching them? If you lost your key, then there is no way, unless you can contact the manufactorer and get them to send you a new key.
just put tape around them everytime you take them off. it's a hassle, but i guess if you really don't want to scratch them. I don't know if painter's tape or duct tape would work, because it might be too thick for sockets. Maybe just scotch tape.
you could also try putting tape inside the key and socket. that's more difficult.
you'll also have to put tape on them everytime you bring the car into a shop or dealer for service.
donno what's the point though...they're just lugs. Unless your car is a show car