We had this problem with ours, I wrapped the wheel in an old towel, grabbed the wheel with a pair of channel lock pliers, and twisted. It came off the bracket, wheel, rod, and all. After I got it off the trailer, I put the rod in a vise, and continued turning the wheel. After it unscrewed, I an a tap through the wheel, and a die over the rod, and reinstalled it using a new roll pin.
Meddle not in the affairs of dragons, for you are crunchy, and taste good with ketchup.