I think Hector has a good cheap answer here. A set of cheap carbide drill bits ranging from 0.1mm to 1.0mm will cost you around a fiver from ebay Manually drill the screw using 2 pin vices to hold the arbor and drill bit. You will be drilling in the direction that the screw needs to come out. Yes it will be time consuming but you maybe lucky and the drill may bite and unwind the screw while you drill. You may also be unlucky and the drill bit snaps or it winds the screw further in .I would work
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