I personally would not train on race wheels. I like knowing that on race day that my equipment is better than what I trained on and I will receive a little boost in performance that I normally do not get. I do not train in my aero helmet either.

Plus you will wear out your race wheels sooner and have to buy a new set sooner.

Train on the cheapest, heaviest and most durable wheels you can find, and race on the lightest and most aero wheels you can afford.