Depends...
Most of them came powdercoated.
If that's the case then the original finish most likely will not be salvageable.
Some of the cast mag wheels came with a zinc dichromate finish.
If this is the case pick an inconspicuous area and start with some laqeur thinner and work your way stronger from there. ZD plating is fairly solvent resistant. Even if there are no sanding scratches it most likely will look cloudy anyway but you never know.
Good luck!