If you modify the rim it will be substantialy weakend. that too is illegal. bolt on spacers are perfectly safe to use as you still have all the stud length in use. If you have to have those wheels, its the only way to go.
what you have now sounds like, you are running out of thread length, which is a recepie for disaster. a rule of thumb to use is, the same length of thread to be used as the diameter of the stud. So on a skyline the studs are 12mm diameter, so the nut must screw on at least 12mm. any less & it is unsafe.