yeah, i dont think that the heating of wheels during powdercoat will damage them
it is correct that you dont want any powdercoat between surfaces that bolt to each other because the powdercoat can and will flake off, resulting in loose bolts.
if i were you id take the wheels appart, polish the outer lip, as well as the inner part, then try to clean off the black part of the wheel, if you cant get it off the black, repaint them yourself or have them blasted and then powdercoated or do something cool like having them annodized, if you spend time and money on painting them, do them something diffrent that nobody else has.. like gunmetal grey or something