no problem
If the finish of the ES wheels were shiny to begin with or a smooth finish tehn sure it might make it duller. but they are a dimpled finish with a low level shine.
I wouldn't use windex on my car either unless i was waxing it maybe,but still wouldn't.
A dremel and some mag polish formulated for brake dust would get in there real good but it would need a long bit other wise the screw on it would damge the wheels also.