This isn't quite correct. I think there's some confusion on the part of your dealer. I recommend you review this thread, where this topic has been thoroughly covered:
Broken wheel stud and lug nut.
But I'll give you the Cliff Notes real quick. When the 370Z was first released, they did not have wheel locks. Dealers started just throwing on the standard wheel locks that fit all Nissans, not realizing that the Z's wheels were different. This picture here shows one of the lug nuts from a 19" Rays Sport wheel on the left, and one of the 'standard' Nissan locks that the dealers were putting on:
This was a colossal fail on the part of the dealers, and these standard locks started fracturing, as shown on the far right of the above pic.
Since then, they have finally gotten with the program and now have locks that are correct for our wheels. This is what they look like:
These are the ones you want. Notice that they're exactly the same dimensions as the stock lug nuts. So your blanket statement that "The wheel locks being sold by Nissan for the 370Z are NOT the correct wheel locks" isn't quite accurate. It depends on which locks your dealership is selling. If a dealership is selling the 'standard' Nissan locks for the 370Z, then yes, those are the wrong ones and they need to come off asap. But if they're selling the ones pictured above, those absolutely are the correct ones and there's nothing wrong with them.
The McGard 21153s I put on my car are also compatible, but understand that I put them on my car as an interim measure. In other words, I ordered them before Nissan caught up and released the correct locks. Now that the correct ones are out, there's really no reason to go with the 21153s. Btw, just as a side note, the Nissan locks are also McGards (i.e., McGard makes them). In fact, I have since swapped out the 21153s for the 'correct' locks from Nissan.
Hope that clears things up.
