Not near my machine right now to check but are the lug nuts solid steel then chromed or is the chrome just a sleeve/cover like the old automotive used to be. If a cover I would dremel cut it and get it off then you would have access to nut and stud. If solid steel then I like NorthernJoe's drill idea. I would start with the largest drill bit that would fit thru the socket to just give you a centering bevel on the nut. Then pull the socket and start the process of drilling small holes to large as NJ says.