I've had no problem with mine. That is after I finally figured out how to remove the outer "GT" cap as pointed out by Shelby. Once the cap is removed (4" diameter disc) the big plastic turning handle behind the cap is relatively easy to turn. Remove the cap by using your clean dry palm applied to the cap and while pushin in on the cap, simultaneously torque in a CCW direction. Once the cap is removed, remove the chrome plastic three winged center piece by unscrewing with the exposed handle. Check threads for prior damage or cross threading.
Obviously make sure the plastic male threads are clean and the mating threads in the wheel center are also clean. I apply some aersol silicon spray to the male threads (IMO petroleum will centrifuge out and go places I care not to have the grease, and there may be an interaction between the grease and the plastic threads). Silicon works well on my aircraft brake reaction pins, does not attract or retain any dust/dirt leaves no residue and is easy to apply.
Using the above procecure, my six spoke center caps are no maintence problem. Hope this helps you as well.