Wheel bolts or studs are tough material, high tensile that typically snaps before "stretching" or yielding. Replacement studs are intended for the same "interference fit" as the OEM studs. Depending on the flange hardness, the pitch of the stud serrations and the diameter of the stud serrations, you can find a lot of resistance here—and you did!
I have done your approach "in the day" as a field repair or even direct replacement. In the disc brake era, however, it seems easier to use a press for this task. Most of us who do any volume of automotive work have acquired, at the very least, a 20-ton Harbor Freight hydraulic press on sale ($149.99 on today's sales flyer via Email!). The floor press and bed assure complete seating of the stud(s) and eliminates the risk of the stud or nut loosening in service.
Caution: When installing a wheel stud with a press, be sure to back up the flange with a sleeve or similar device to prevent bending the flange while pressing the stud into place!
Granted, this is an involved task with unit hubs and a front axle shaft. In your neck of the woods, from our previous discussions, the axle shaft can be rusted into the splines of the hub, creating its own "nightmare" when removing the unit hub from the axle shaft. Here is an HD video/article I did on the use of an OTC puller, a tool that would be necessary for separating the axle shaft from the unit hub: http://www.4wdmechanix.com/HD-Video-Tool-How-to-Using-the-OTC-7394-Hub-Puller.html. Check this out before attempting to remove the unit hub and wheel flange assembly.
Sorry to be the bearer of these tidings, but this is the "new normal" for wheel stud replacement on harder disc brake hub flanges. The good news is way less stress to new threads and less risk of either breaking the stud or stripping the nut and stud threads.
I would suggest replacing the unit hub assembly if the Jeep Grand Cherokee has mileage. Here is an example from 4WD Hardware, the Omix-ADA hub assembly. Note that the assembly is complete with wheel studs, so replacing the unit hub includes what you need as well: http://www.4wd.com/Jeep-Drivetrain-Jeep-Axles-Differentials/Front-Hub-Assembly.aspx?t_c=12&t_s=514&t_pt=5660&t_pn=OAI16705.07#. You can shop around, these unit hubs are very common.