That should work. Bug/Tar remover is usually just really slick soapy kind of stuff. If it is safe for your paint then its safe for your rims. Just be careful with what you scrape it off with. Take your time on it if you are really concerned. You may want to use some clay to clean up the residue left behind.
For future reference, Klasse on your rims will help keep stuff from sticking too bad to your rims. I did a test last year on that. I applied it to one of my front rims and not the other. The brake dust was much eaiser to clean off and the tar could be removed with my thumbnail. Plus, because its a polymer sealant, it will last through the heat and crap that gets all over your wheels. Something to consider if you want to protect your rims. They also have something out there specificly for rims. Some kind of Wheel Wax or something. I'll just stick with my Klasse.
pavement is acutally made up of tar (liquid AC), sand, rocks, stuff like that. and the top layer is mostly made up of sand and "tar". this stuff will come off dont worry about it. actually all you really need is the same soap that you wash your car with and time. this stuff will actually be much easier to remove if it is heated up a bit. you'd be suprised but it doesnt take that much heat to actually get the stuff to start breaking down.