So how about that, front wheel flew off!

I didn't notice that anyone mentioned that your front disk brakes are from a 1973+ car. Shouldn't matter if everything was done correctly, but check to be sure. Also, I assume you checked whether your studs are LH or RH threads. I can't quite make out in the photo. The nuts wouldn't screw down much if wrong. I assume you are screwing the nuts by hand and feeling that everything is right, not just flying with an impact gun. Mag wheels and nuts can be complicated. It looks to me that yours match ("mag" nuts, not "acorn" type w/ a bevel), but I have run into conflicts even when "about right".

Ideally, your wheels will have a center hole that fits tight to the "hub register" of your car. That is termed "hub-centric". Otherwise, you rely on the studs to center the wheel ("lug-centric"), which probably works better with acorn nuts. You can get nylon spacers on ebay to fit different hubs (forgot exact name, Gorilla something is a brand).