Have you made sure that the shoes are compressed inward as far as they will go?
If the outer bearing is sloppy, it will jam against the axle tube threads.
I take a punch, and tap it around the edges to try to get it to come off straight. It's a huge pain in the but, since the drum is so large and nothing really to grab onto.
Or... you can beat on the drum with a BFH to try and shake it loose.
Be sure to wear hearing protection, since it's just like banging on a giant bell.
