Just re-use it. Thread the stud, with the frozen nut on it, into the head untill finger tight, then just toruq to spec.
Doesn't matter if the nut tightens on the stud, or the stud tightens into the head.(like a bolt would do)
I always do this, as the nuts rusted to the stud is a VERY common situation with exhuast nuts/bolts/studs.
Even for new ones, I don't think ANYTHING is going to solve the problem long term,cause the heat and environment are just too much, unless you give it routine maintanence.(like re-coating every 6 months).
