Had a full set of those to remove.Bought a stud removal tool.It is a eccentric cam deal with a 3/8 or 1/2 drive square for a ratchet, grabs the stud very tightly when you turn it.No set up.
For me, anyway, sometimes the double nut slips.
With this tool, you heat up around the stud (within reason) and grab with tool and turn.Soon as you apply pressure, there is an audible click and out she comes.