There's actually a special tool to remove those 'Keeper' nuts. They work as an anti-theft device and a 'keeper' to insure the hex-nut doesn't back off. Some of the tires, especially the BMW, are worth a fortune with a high re-sale value.
The dealership has the tool and so does some tire garages and roadside servicemen. The damn cars don't come with a spare nor a jack so one has to phone for help.
It's actually quite a clever way to ensure your wheels don't get stolen, but of course in reality really dumb XD
Removing these would almost be as much fun as removing those bloody security nuts when they've been chewed to hell by a tyre fitter!