I'm lucky, in that I've fought with these things before on friends cars, so I had the correct tool - a 1/2-inch drive impact wrench grade double-ended socket with 18.5 mm on one end, and 19.5 mm on the other. Why double-ended? 'Cause you don't know which you will need first.
You'll also need a shorty extension bar, as the square drive is at the center of the socket.
The plastic caps can bulge, and then your 19mm socket won't fit over them, but the 20mm will be too big, hence the 19.5 mm end.
The plastic caps can ALSO come off completely, and then you need the 18.5 mm end for the underlying nut, 'cause the 19 mm will be too big.
And of course this will happen when changing a tire in the rain at night, so having the socket in the car is a great comfort.
Of course the OTHER approach is to spend $14.99 on a whole set of new solid lug nuts, and eliminate the problem before it happens.
For example, https://www.amazon.com/dp/B00B2FCAGY