The factory wheels are hub centric, meaning the center hole is used to ensure the wheel is centered on the hub. Thus, the factory lug nuts have washers on them and are not cone shaped.
If your new wheels for the winter tires are also hub centric, then you should use the factory lug nuts.
Yes with steel rims you must have the cone shaped regular nuts. Might I ask where purchased your steel rims your 4Runner. I'm in Ontario as well looking for steels for my 2022 Trd Off Road. It has 17X7.5 rims. Was thinking of ordering 4 spare tire rims from Toyota but too pricey going aftermarket. Tires easy to get steel rims not so much around here. Thanks.
I ordered my set from pmctire.com , steel rims in stock size and blizzaks mounted and balanced, shipped to your door for less than anywhere else by a few hundred $$. I haven't put them on the 4Runner yet, but I'm impressed by the looks of things so far.