Is the slot on the screw head toast? If the screw is shot you can use an easy out but on small fasteners like on a rifle it takes a lot of care to not cause a disaster in the drilling stage or actual removal. I've only ever used one once on a rifle and it definitely was a last resort. Also I have saved old screwdriver shanks and blades to use to give the screw a light tap on the head utilizing the slot to help break any corrosion up that may be binding the threads. Die grinders and heat I'd say would be two terribly bad ideas! Maybe penetrating oil could help?