Help!Locking wheel nut sheared off!

[ta-kro]

I went to my local garage to change some tyres but the locking nut has sheared off. So they ordered 2 new nuts from BMW and went back next day but same problem shearing off then they also tried it with an airgun to try and vibrate it off but same problem. They have now suggested putting heat on it as a last resort. I'm going on Saturday to try this out. Before I do what other options do I have?

Just a note I don't think welding an nut is an option as the nuts on the BMW are sunk into the wheel.
My thoughts were drilling as a absolute last resort?

Thanks in advance

Ed

[ta-kro]

This is the usual BMW locking wheel nut and bolt. The locking nut has the hollow "key" section which make then stupidly weak and this is the part that shears. Welding may be the next option if it is physically possible. My wheels are the standard BMW 17" wheels on the 330d SE. So the nuts are sunken into the wheel so I don't know how some one can weld onto the bolt. I'm not a welder so maybe its possible.
Will let the garage have another go on Saturday maybe.

Thanks for the replies.