Here is how I deal with this.
#1 this takes time, it is not easy.
#2 get a thin pipe that will fit inside the hole of the wheel for protection.
#3 get the largest drill bit that will fit through the pipe and drill like crazy.
Once you drill the shoulder off, the wheel will come off with minimal damage and the stud will screw right out.
ASE CERTIFIED MASTER AUTO TECHNICIAN
MERCEDES SPECIALIST 11 YRS