One of those butane lighters which look like a mini blow torch works great for stuck sheet metal screws.
Keep in mind that you are not trying to melt anything. You are only trying to create expansion and contraction of to different types of metal. This process causes movement between the two different metals creating space for them to let go of each other.
If they don't let go right after you hit them with a little heat, let it cool off and see if they come loose.
I don't try to heat the sheet metal. I just heat the screw. The heat will travel from the screw head to the sheet metal just fine.