Hi Paul, are these the earlier bolts with the pegged socket or the later ones with the milled stub?
If its the later, an old socket hammer on usually does the trick. The hammering sometimes helps to shock the thread and loosen it up a bit.
On the earlier bolts and stubborn late types, I use a LEFT HANDED STUB drill bit to make a hole in the centre of the bolt and then use an Easi-Out. I have had them come out whilst drilling, as its anti-clockwise. They never seem to be really tight as its not possible to over-tighten security bolts without them snapping.

I've yet to have to drill right through to collapse the threads.
I assume these are on Xantia alloy wheels?

If so, none of the so called removal sockets work as the recessed hole in the rim is too tight to get the sockets in. I've even tried turning down the sockets, with dire consequences.
If you were nearer, you could bring the car to the workshop and I'd have the wheels off in a trice!
H