I've seen several of those nylon lined sockets get chewed up by air guns in no time. Especially if they fit too loose. Mine have the nylon sleeve protecting the outside. What I did was take some heavy gauge plastic sheeting I had laying around, and cut out a few pieces a little bigger than the size of a golf ball.
I then stuffed them into the inside of the socket, and they worked beautifully protecting the chrome plating on the lug nuts. Depending on the fit you could probably use 12 gauge cleaning patches as well.