I know no suggestions will make what has happened go away.
I use a Loctite Anti-sieze Compound. Thier Hi-temp with nickel on the threads of my lug bolts; or for that matter any threads on my Benz.(spark plugs too)
I also do not use the tool-kit lug wrench. I keep in the trunk and use a 1/2 inch drive long handle ratchet with a 13mm deep six point socket for my lug wrench.
I also keep in the trunk a 1/2 inch drive snap action torque wrench set at 85 ft/lbs.
Following the service manual technique, I torque my lugs every 3-5000 miles.
It really makes a difference when the wheels are tight and true.
Happy Trails Beep Beep from Houston!!!
Donald, El Cheapo