I've used the Kadee .088-tread wheelsets. Yep, they're made of the same blackened pot metal as the rest of the line.
I have attempted to clean the tread of the Kadee wheels by spinning the wheels with a Dremel equipped with a wire brush on the lowest speed. The plastic axles have a tendency to melt in the journal box. Therefore I recommend Reboxx wheelsets if you can still find them.