Audi, BMW, Mercedes-Benz, Porsche and VW are using a very effective high-security rotating ring lug nut. The rotating ring at the front edge of the lug nut prevents any specialty lug nut tools/sockets from removing the lug nut without the factory key.
LTI Tools has come up with a low-cost, simple solution to this problem — its German Vehicle Rotating Ring Lug Nut Removal Kit (LT4569). Slide the heat-resistant Silicone Lug Nut Weld Splatter Shield over the locking lug nut. Use the included Twist Socket to ground a Mig welder to the wheel. Mig-weld the four front corners of the rotating ring at front of lug nut. With the rotating ring now welded to lug nut, remove it by using the included Twist Socket.