I have wind noise on my 2020 LX Telluride too, and I have been trying to figure out where it's coming from. There is the normal wind noise that I don't really like but I consider acceptable / unavoidable, and there is a higher pitched whistle that I don't consider acceptable (and it kind of drives me crazy.)
I haven't done anything to cover the three fins (I will have to look more closely - I didn't notice those on my mirror, but I will definitely check), but I did use some electrical tape (stretchy / moldable and easy to remove - can leave some residue but it's pretty easy to clean off) to cover up various seams on the drivers side of the vehicle.
The biggest difference so far is from wrapping the seam where the mirror body attaches to the mirror mount. (What allows the mirror to fold inward) I wrapped the full 360 degrees of this seam with the electrical tape starting / ending on the trailing edge of the mirror so the wind doesn't peel the tape off. I noticed a significant reduction in the high pitched whistle noise, but I really need to repeat the test a few times because the noise isn't always there (it seems to happen with cross winds and definitely higher vehicle speeds).
I also taped off a lot of other door seals, including the top horizontal seam for the passenger door - where the top of the door meets the roof. Also the vertical seam between the door and the C pillar. These seemed to have some effect too, but maybe less for whistling and more for general wind noise.
As I mentioned, part of the issue seems to be cross winds - Colorado is prone to windy days, so not much I can do about that. Some people have suggested that the upper trims (with the acoustic glass in the front windows) are less noisy, which probably does make a big difference generally, but I wonder how well it would block the whistling noise.
It seems that not many people are experiencing the whistling noise, which I don't really understand. I would think it would be pretty universal unless there are differences between the side mirrors, door seals or door/window moldings between trims. Maybe there was a design change at some point? Maybe there is an assembly / tolerance issue that plays a role. Whatever it is I will say that it's one of the few disappointing things about the car. While I'm complaining, the other thing that is absolutely maddening is that the garage door opener only works while the car is on. As soon as you turn the car off it ceases to work - no grace period (like with the radio continuing to run)...I think it should at least have a grace period, and really should probably work whenever the key is in proximity. Every time I pull into the garage I shut the car off and try to close the garage door...You'd think I would have learned by now, but it's been almost 2 years....I do it every time. Maddening.