When this happens in the shop, I always get stuck saving the day.
This trick is for the long alloy wheel bolts on most MB's.
When those stupid tapered shank bolts break off, they usually do it
right below the 17mm head. There should be the siezed collar on the wheel
and the round shaft left behind.
Go get a new Craftsman 3/8 drive 11mm 12 point deep socket. $3.
Use a 3/8 to 1/2 drive adaptor (Impact Rated) and a 1/2 extension that you
dont care about.
Pound that sucker on there until it bottoms on the base of the wheel bolt.
A 3-4lb hammer works good.
Make sure all the other wheel bolts are there and torqued to spec.
Connect 24" breaker bar to socket and adaptor and give it one hell of a tug.
I have had pretty good luck this way.
One day I cleaned Sears out of 11mm deep scokets when I had over 10
siezed bolts on some p.o.s. rusty chrome wheels.
No damage, drilling, torching, or hubs needed. Most times
Good luck.
DR.D