Problem is you just can't sand chrome. The chrome and nickel plating are extremely hard and will tear through sanding sheets like crazy and get you nowhere. The paint won't adhere as well with the chrome and nickel still on the rim. If you can find a chrome shop, they can strip it for a few bucks. Once the metal is bare, then you can Bondo the knicks and then paint. You'd want to powdercoat rather than using enamel spray paint. Not sure of the heat tolerance of Bondo but you may need to use JB instead. If small enough, the powdercoat may still stick but not sure since the powdercoating is electrostatically applied. Ask a powdercoater beforehand of a proper filling material.
There is a decent way and a proper way to do something but one is more tedious than the other. Just letting you know the proper way.
I'm trying to save you the ass pain from developing later on down the road. I'd hate for you to get your wheels laced and mounted to have the paint peel off in due time.
Also, you'll need a proper tire balance since you're adding filler in certain spots which will cause an imbalance.