Speaking as one one who has hit himself in the face with a steering wheel (twice!)
, when you are ready to remove the wheel, I suggest that you refit the nut or bolt a couple of threads.
That way, when you pull really hard, and the wheel doesn't move, you don't almost lose a tooth when it suddenly lets go.
Never done this on my Mercedes but did it on a Mini and on a Triumph. Learnt how to do it after the Triumph.
Hope all goes well.
E200 Wagon 1994 108k miles.
Plus 10 or 11 Minis, including 1 Cooper and 1 Cooper S, all long gone.