That looks too nice to let the rust get it. I would take it all off and protect it somehow. Not sure how feasible to get it locally zinc plated, but if not that, you pretty much have to do something or its going to get really rough looking quite fast.
Antihero
Putting AMS garbage, and $500 ebay wheels on a Z is like dressing a Victorias Secret model in a Walmart dress and Payless shoes. You're embarrassing yourself.