So you've only got 2 wheels to deal with, and you've got a dremel tool. Just carefully grind the aluminum nut from the edge towards the stud to the point of fracturing the nut and you're done.
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Or if it's a pressed in stud, use a small punch to center punch the stud, then a bigger punch and and a 3 lb. hammer to hit the stud hard, then find a nut that fits the threads of the stud and weld that to something that would fit in the end of a large slide hammer that you could use to pull the stud back towards you. By now the threads in the aluminum nut have probably been deformed and bet that aluminum nut would spin off with your fingers. I'd even put the other lug nuts back on the wheel to support the hub before hitting it the hard lick.