The rubber seals for the brake cylinders are right around the studs so I would be careful with the heat, as to get enough heat in to be worthwhile will spread quite quickly especially if you have to do all 4. You can give it a go as it would have to go through the nut, the steel wheel and then the wheel drum but your best bet will be to just get a big breaker bar on there and once they crack it will be plain sailing, Its amazing what difference an extra foot or 2 makes. I wouldn't expect you would sheer them.
When did you last have them off ?
I guess they were not greased/torqued ?