I had the same problem recently on some BMW wheels. We all know how bad BMW brake dust is, and this was on a 1997 model w/100,000mi and the inside of the wheels had never been cleaned. Wheel cleaners and such didn't even budge the dust. Luckly for me they were chrome, so a lot of metal polish #0000 steel wool and a ton of elbow grease and they were a whole lot better. The rears were almost good as new.
If it were me I'd try some aggressive compounds to see if that will take the dust off, just start at a small area, preferably behind the spoke in case something went wrong, and give it hell. It is unlikely you will hurt the paint on the wheel, but stay behind the spoke just to be sure.