I bought a second-hand alloy to use as a spare (instead of the space-saver) and got it pretty clean with an off-the-shelf cleaning spray, plus a stiff nylon brush and a green scourer, working at a sink, so I believe that they will do the job if you scrub. I don't see how a clay bar could get into the complex casting.
In my case the neglect was so bad that I had it blasted and re-enamelled, including the inner surface, making it very easy to keep clean. It is much harder than spray paint. It's a Stoved powder coating.
Car shampoo and a soft brush are all I need.
I have also converted to EBC Red Stuff pads on my main car, which don't make troublesome dust. I still have some Wonder Wheels on the shelf but no longer need it.
If you patch up your wheels with a cosmetic paint, which is not very durable, the red pads may save you a lot of trouble. If find it much easier to work on a wheel removed from the car and laid on a dustbin or something at convenient height.