I used an impact drill to put the studs back in. I would highly recommend using one if you have it, or can borrow one. I would not want to sit there hand tightening those suckers in.

 

You should be able to tell WHY you can't drill them out when you see how the Stud is designed to hold into the hub.
Just hit em with a freakin hammer and they will pop out.
I don't use heat as the hub is aluminum.
Set the new stud in so that it grips into the old slots and then bang on the other side or get an open ended 19mm lug nut and deep socket and tighten them on like you would do when you put a tire on.

 

I would advise against drilling them out just pb blaster/wd40 and a hammer

make sure the studs are seated into your hub! after that a long socket should cover the length of the rear studs, then just crank them down until seated, you will probably need a breaker bar, or pipe over your ratchet

edit: if you have air use it so you don't sit there for hours cranking in your new studs.