The only option remaining now is to continue drilling until all of the material holding the wheel are gone. Normally there is a tool to remove like this one here. Drilling on the center is a bad idea, because you want to separate the nut from the stud, so the best way is to drill on the side cutting through the thickness of the nut as shown in this video.
Since you can't do that anymore, the best way in removing it is to take your time drilling all the metal away.
Good luck to you..
Nov 5th, 2013
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