Worth pursuing the white worm if you can, this is a common problem and people have had it sorted under warranty, it usually starts around the centre caps.
^+1. It won't do any harm to try; nothing ventured, nothing gained.
If it's your centre caps rather than the wheels themselves that are suffering from whiteworm, these are relatively inexpensive to replace if you end up having to buy them yourself. Beware of some of the cheap imitations on eBay though, as the quality isn't that great. Genuine ones from the dealer are about £8 each I think.
I had a couple of the centre caps replaced under warranty when my car was 2 years old. I also had 2 wheels replaced under warranty in the last 3 months when it was almost 3 years old. My wheels started corroding around the centre caps. Mind you, it took 7 wheels to find 2 'perfect' ones! The other 5 were either delivered to the dealer in a less than perfect condition, or they were damaged during fitting. So, for anyone getting wheels replaced under warranty, check the replacements carefully; don't assume they'll be perfect, as they might not be!