I appreciate your desire to reduce unsprung weight...
Shown above is the aftermath of the shearing of a Mercedes W126 (they used these damn things for many, many years across a variety of platforms) wheel lug bolt deep with a very, very nice deep-well Lorinser wheel.
The deep inset makes it pretty much impossible to reach the broken stub buried down into the wheel. We wasted a weekend on these. I was almost to the point of cutting the knuckle off the car.
And, yes, there are some wonderful YouTube videos of well-dressed mechanics extracting these in seconds with a stud remover. Those are nice videos... a pity those extractors were useless.
I’m sure there was some “reason” for using such a thin cross-section in the middle of the bolt, but my belief system is committed to the idea that the reason sucked.
We did, BTW, figure out a way to get the offender out of there. I’ll post a longer article sometime on what we had to do if anyone is interested.