The way I see it you have 2 choices ...

1) vice grips or something like that and clamp to the pin to hold it while you get the nut off

2) burn the nut off. That can usually be done without harming the threads on the pin.

On the one with no shell, don't worry about it. If you mar the surface you can clean it up with a file as that pin presses into the new shell - a marred surface won't matter.