remove mcgard lug nut without key

I’m trying to remove a mcgard lug nut without the key, as the pattern on that lug nut is broken, and the key is useless in this case.

Looked at this video
https://www.ericthecarguy.com/faq/solving-brake-problems/removing-wheel-locks-without-a-key

and trying to do the same thing, one more question here is, when I punched in a 12-point 19mm socket onto the lug nut I saw smoke came out behind the rim maybe from the brake pad, not quite sure, it smells like something is burning out. It also happened when removing the lug nut by the breaker bar. Not all the time but just twice or triple times. Do you believe it’s brake pad as the parking brake is on and the car is slightly moved when doing this job or it’s just metal collision smoke? Any idea?