Hey Don,
Just wanted to follow up. I ended up purchasing a McGard kit of tuner lugs and lock nuts for my Explorer Sport.
I installed them Friday afternoon when I pulled off my winter wheels and reinstalled my OE 20" Aluminum wheels. I drove them about 30 miles Friday night and retorqued them. Saturday, I did an autocross and tightened them again at lunch. Some of the nuts required an additional 1/8 turn to return to torque. I checked them again at the conclusion of the auto-x and none of them had backed off again.
I pulled a couple of the splined nuts this morning and did not see any damage or marring of the aluminum wheel, so I'm going to continue to use them. I do need to find a 19mm to 13/16" lug adapter, so I can keep it with my spare tire iron.
Hope this helps.