At the moment I still didn't work on it, exactly because I must gather info on how to deal with this problem first.
From an answer on the Unity forums, a guy told me that the PhysX engine actually has the possibility to place a command on contact, that happens before the body is affected by the engine dynamics, but that Unity does not expose this function.
So I'm afraid I'll have to go with triggers.
On how to do that, I think it will be pretty easy: when the trigger is activated by a collision, I'll set the ANGULAR DAMP on the wheel at 9999 or something like that, for a single frame, so that its speed will immediately drop.
Another way I could deal with this problem, maybe simpler, is to automatically cut the power when the wheel is not touching anything, but I would like to avoid this, I would like to leave total control to the player.