The lugs and lug nuts support the weight of the vehicle, not the center hub. Almost no wheels fit tight around the hub because if they did, where would the center caps go? They have to go in there somewhere too! You need to find a new shop because those guys are not exactly brilliant. Take them somehwere else and have them mounted and balanced and everything you need done. You can get center caps for them from most tire shops as well. Usually the simple chrome jobbers is what most people run however the shop can measure the center hole of the wheel and tell you what they can get to fit it and let you decide what you want to run.
90 YJ 5.2 Magnum, AX-15, 231 SYE'd
D44 front, welded/trussed AMC20HD rear. 4.56 gears soonish.
Western 6 lug aluminum wheels, with 35x12.50x15 Wrangler MTRs