No, aftermarket conical lug nuts should not be used with stock wheels from a 2006 Dodge Ram 3500 dually. The stock wheels on this vehicle require lug nuts with a ball seat, not a conical seat. Using conical lug nuts on these wheels could cause the lug nuts to become loose and the wheels to come off. This could lead to a serious accident.
If you want to use aftermarket lug nuts on your 2006 Dodge Ram 3500 dually, you will need to purchase lug nuts specifically designed for use with your vehicle's stock wheels. These lug nuts will have the correct seat type and will be the proper size and thread pitch for your vehicle's lug bolts.