i would pull the shaft to do this and just press in the new lugs on the bench... but it might be possible to do one the car. I think there is enough clearance to insert the lug into the shaft, you'll just have to try and seat it by using some washers and cranking down on the nut. i don't know if you'll be able to get it to seat enough this way. if you don't mind pulling the shaft, my advice would be to do that.

-Rob