The roadwheel itself doesn't physically prevent the sensor being removed. It just makes it awkward to get the allen socket in there. I'm fairly sure I changed one of mine on the road once, oddly enough I think it was a front! It's just that nobody would bother, least of all a garage who could spin the wheel off in seconds. If you didn't leave the locking wheel nut key and they wanted to get it done, they could. If it needs drilling out they probably won't have room with the wheel on, although it's only plastic anyway.
Re the wheel key- There is no 'master key' but an indie will have a kit of all the VW wheel nut keys and there are surprisingly few! I saw a Ford dealers kit once in the 80's and it contained a whole 20 different types and I think this lack of different socket/key numbers is quite common even now. The wheel locks are just like locking a bike to stop someone helping themselves to a free ride home from the pub. If they come equipped (and there are other methods!) they will take them.
