I'd think if they are a security nut or theft prevention, then they'll be made of tool steel or something harder. Getting a grip on those rounded edges will be hard to do. May ruin a drill bit or two also.
I'd go for the angle grinder and either cut it off all together or make a slot for a big screw driver. The current skewer in there is toast anyhow.
Though with a good very sharp edge of a chisel or punch on the major circumference and a whack with a hammer aimed in the direction to unscrew it, you might get it to start loosening.