Tell me what's going on here.

[Grizzly]

All the Porsche lug nuts do this. I replaced mine, but they're not cheap. They were like $120.00 for the set and they're just going to rust again. You can do what ESLAI said and clean them up, re-paint and re-install. Or, you could replace them with chrome ones that are always for sale on ebay. Whatever you do, be sure to torque the wheels correctly or you'll warp the rotors.