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The stealership scratched one of my high polished thin spokes a couple years back when they aligned the car. It was failry minor scratch, only about 1/4 inch, so I made them aware of it and said I would try and buff it out myself. I used some Scratch X on it which made it look better but not good enough. I ask the dealer to repair the wheel. They had it for a couple of days and then got back to me stating their body shop could not re-finish the wheel so they gave me a new one.
This is my experience, but I am sure there has to be a professional wheel refinisher out there that could work on your wheel and fix it for you. Good luck with it.
After reading the attached procedure from FRC Ken, I think I'll give the sandpaper a try. I can't make the wheels look worse, so if it doesn't work, I may have to just get new wheels.
Remember you have clear coat paint on the wheels. If you use sandpaper you will probably have to go through the clear coat before you see any improvement. But by then you'll have quite a large area sanded. I think unless you are prepared to remove all the clear coat from the wheel I would leave well enough alone. Mine you I am thinking of doing this myself since my wheels certainly don't look like they did when new. But it's a lot of work getting the clear coat off and from that point on you must keep them hand polished or corrosion will set in since there's no clear coat protecting them. Another direction you can go is to find a wheel re-finisher in your area and have them redo your wheels they usually charge anywhere from $150 to $250 a wheel. For me I will just remove the clear coat and keep them polished. I've done lots of aluminum polishing on motorcycles with great results. My .02