First things first, are you sure you removed any clips or anything like that which should be at the end of the steering column shaft which hold the wheel on? I think most times there's a C clip or something similar holding it in place.
Secondly it could be that the steering wheel is just "frozen" on there in which case it could be hard to get off. If thats the case then it's not a simple fix because like you have noticed it will start stripping the threads on the puller bolts. If thats the case then the only thing I can think of is to find somebody who has a tap and die set and see if you can re-thread those holes to use bigger bolts.