Lug Nut Removal Help Needed

I posted this question on the Members Restoration forum and didn't get any ideas so I thought that I would try here
My restoration project came to me with locking lugnuts on virtually every stud. These are the kind that have a pattern of lengthwise grooves in the nuts and were supplied with a matching socket to remove them. I have been able to get all of them but one (naturally!) off. The lone survivor has resisted all attempts at liberation. My last strategy was to grind the end of the lug nut flat and attempt to weld a 3/4" nut to the end and get a socket on it. I don't know what the nut is made of, but the weld would not stick to the nut. The wheels are aluminum slotted mags and even though I don't plan to re-use them on this project, I don't want to destroy it either if it can be avoided (otherwise I would have busted out the torch by now). Does anyone have ANY ideas? I am fresh out and am getting desperate! Thanks. L8r
so you have just one lug holding the wheel on - have you tried putting regular lugs back on the other 4 to lessen the tension on the stuck one?