The key is to use a good quality masking tape that
stretches around bends/curves. I use a professional grade tape from a crash supplies mob that painters use and it is a lime green colour and about 20mm wide and its made by 3M. Some of that cheap stuff is really crap. I did the exact thing your talking about on some car rims off a old Cortina i polished the edges then masked off the polished part so i could bead blast the centers then removed the tape and was left with mags that looked a million bucks
I use the same tape for paint work aswell, but for really tight bends i use another tape which is really stretchy and is a pin striping type tape. Its about 5mm wide and is a blue plastic material
similar to electrical tape. It stretches well and is also made by 3M.
i will get the part numbers of these tapes and post it up here tomorrow.