Don't let them chew on them. I have acrylic nails and Venus is fascinated by them and real nails. She likes to beak wrestle, so I play with her, lightly pushing her beak, she beaks my fingers, I push her away and she comes back for more. Light rough housing, and she chases my fingers.
Like Kalidasa said, the chemicals can hurt them. I don't polish mine, only buff them but there is still a danger. My biggest issue is if Venus tries to pull one off, it's not a convenient way, and it's painful. It took me a couple of weeks to get her to stop biting them or going for them. My other parrot could care less and isn't bothered by them.