We do it all the time. We always weld a flat washer to the stud first. Then weld a nut to the flat washer. Using a flat washer it is easier to center over the stud and it also allows a better weld penetration to the stud. You can then use a larger nut and weld that to the washer. The smaller the nut the harder it is to get the penetration needed to the stud. Of course if the stud is sticking out it is a whole lot easier to weld to.