Nah, you just have to have the bolt pressed out (I'm certain there is a way to do it yourself with a clamp or something) then you can pull a new one through by tapping it in and then tightening a lug nut down onto it to get it all the way back in. That means you have to get the old one off though

I bet the last time those wheels came off the tool that put them back on used an impact wrench, it happens all the time

This will sound crazy but I've broken lugs loose by planting my foot firmly on one side of a tire iron and pulling up on the other side. If you have a big hollow tube like a metal fence post or something you can make a "cheater" bar too, just slip it over the tire iron.