They are usually hard comming out, due to all of the metalic flakes that come off of the brake pads. some good lube and a good hammer. Note: I usually put the lug nut back on the stud or you may mushroom the stud in the impact area, then you will need a good file. I'm usually in reach of a good neumatic bench press, if none of that works.
On the flip side, putting them back in, is just the reverse of what you are doing, hammering them back into place. sometimes, using the lug nut, you can "screw" them back into place, put that's mabey what happend with the first mechanic.
Lug nuts....if they are too loose they can fall off, or because of wobble break off....if they are too tight, they will snap off with time. Each car has it's own torque specs but usually fall with in 100ft.lb., you should be safe with that figure.
Good luck