If it's on a taper with a key (ie not a screwthread), tighten up the puller, then whack the end of the puller with a hammer. One whack with a big hammer is better than lots of whacks with a smaller hammer. Usually does the trick.
Mine just has a half moon woodruff key on a taper and once I removed the helm brake and the large central nut, it pulled of easily by hand.
The puller should easily do it.
You could also remove the allen bolts and take the wheel to pieces which will just leave half the central boss to make it easier to manage and heat with boiling water or a gas torch.
Same as my steering wheel: taper with a key. If the puller is in tension, then try taping the wheel rim; that might just free it off. Other than that, post above seem to have most of the options covered.
This is obviously a stupid suggestion so feel free to ridicule it, my wheel is Jefa, when you unscrew and remove the brake spindle you then need a socket with an extension to get off the bronze nut deep inside the wheel hub?
It is a Whitlock/lewmar wheel on a Bavaria. Nothing to stop it coming off now except friction. Tapered and on a key so just stuck on with years of gunge and possibly hard on the taper from tightening the lock nut too much. Boiling water, leaving the puller in tension and a bang on the rim will shift it eventually.
Regular removal of the wheel will stop it sticking in the future.
Something odd there. There appears to be a steel sleeve inside the aluminium hub that is larget than the main shaft. Take the cap screws our and split the hub just in case there is a collet in there!
Unscrew all the nuts around the centre boss and dismantle - you may find there is a split double taper collet inside which when all the screws are tightened really clamp tight onto the shaft. Like a Fenner TaperLock that I can remember using years ago. In theory you don't need a keyway.
Nigel
The arrangement looks identical to the one I took out last year. It was simply a keyed taper. I would check again that the puller is bearing only on the centre of the shaft. As a previous post said it may be worth taking the puller off and try simply wobbling or "walking" the wheel off. The shaft is not massive and could be bent so go steady on this. Failing that its penetrating oil, copper mallet shock, and heating the outside of the hub in various combinations till it gives in.
Lewmar did produce a defective batch of these wheels in 2005/6 and when i contacted them with details they replaced it free of charge - very good customer service as the wheel was 5 years old when it went.
Had a similar problem with our wheel, got afraid we would damage he boss so we ended up unscrewing the screws around the boss.
The reason we took the wheel of was to send it away to get new leather covering on the wheel - so that worked for us.
[UPDATE] Cracked it! It seems I was doing something stupid. I'd put a washer between the end of the puller pin and the "winch head" nut. I hadn't quite tightened it enough, so the washer was bearing on the inside. Only by 1/4 turn, but it was enough to stop it working.
Next job is to make sure I don't lose the Woodruff keys!