You could do a forced fermentation test to see if it's done or not. Take a sample, put it on a stir plate, warm it up, give it some fresh well-attenuating yeast (dry is ok), and see if the gravity changes after a day or two. If you watched the Brew Masters TV show, they basically showed their lab tech doing it when a batch stalled.
Might be worth figuring this out before trying to "fix" a beer that might not be broken. If the beer is at its limit of fermentability, about all you can do to lower the FG is to add water or add something that can eat what's left in your beer (e.g., Brett -- but that would make a pretty crappy Kolsch).
I normally step-mash my Kolsches; that might give you some additional fermentability in future batches. You did add some wheat; that might need some help being fully reduced to fermentable sugars.
It could taste sweet to you because of low IBUs or low carbonation. Malt, unbalanced by hops, tastes malty but many pick it up as sweet. More carbonation lightens the impression of body and can add a bit of a carbonic bite that can help offset perceived heaviness or sweetness. You can fix that post-boil. You could also add a splash of a dry, bitter Pilsner (got any Jever lying around?) and see if that reduces the impression of sweetness. If so, you know you need to bump up the IBUs next time.