Powdercoating is thicker and not as hard as catalyzed paint; I've had all sorts of interesting problems with fasteners and powdercoated parts over the years on cars and other stuff. Usually a washer under the rotating fastener (in this case a nut) will keep the PC from getting scarred (the nut rotates on the washer instead of the PC), but that's not something I'd try with multi-piece wheel bolts unless you have the proper washers to match.. Some wheels have the nuts on the front, some have the nuts on the back, and if they're on the back you're not going to see any fastener damage unless you rotate the bolt while you're tightening it.

The other problem with PC is that it's plastic and compresses over time, so a small fastener is going to sink into it and possible loosen the fastener.. This isn't a problem unless the PC is pretty thick though.