Hmmm.....Actually the OE C6 lug nuts have a sheet metal cover.
I replaced mine with these:
That's a solid McGard 64002.
You can see it at:
http://mcgard.com/search/default.asp...vID=1&NavID=11
The stock C6 lug nut "looks" just like that McGard above, but the stock lug nut actually has the sheet metal covering over the steel lug inside.
Bob
Edited: I came back here after thinking about what you were asking, and I think I misunderstood. I don't know anything about the F-body wheels, so I can't quite figure out what "covers" you're talking about.
On the F-body is there some piece that you have to take off of the lug nut before getting your socket on it? It sounds like there is, from your question. If that's the case, then the C6 is entirely different. Even though the OE lug nut has a sheet metal cosmetic cover on it, it doesn't come off - it's molded around the steel lug nut and permanently stays on there.
So.....The C6 doesn't have any cover that you take off before you start wrenching on the lug nut.