If it's really stuck, drill it out close but not all the way into the threads. Then try the welding trick, with no center it collapses easier and should come out.
Drilling is always my last option because it's difficult to get started on the center and keep it straight.
even when I do it on the milling machine it's tricky.
Most of the time welding is easier and faster than drilling without messing up the original threads.
Although it is satisfying to drill one out perfectly in the center and pull the single remaining thread out like a cork screw...
Grigg
