Which Alcoas - for what application? The ones I've seen use a 2 piece lug nut - in other words with an integral washer that goes flat against the face of the mounting flange. Alcoa copies like the Eagle wheel might take a shanked lug.
GM has some 2 piece lugs with the external thread, I ran them on the Frito 8 lug 19.5's I had on my 98 crew cab, and ran the GM center caps. They fit better this way vs. using the regular acorn lug and the clamp ring.
Richard