Heat up the hex grubscrew with a soldering iron for a minute or two, then a drop of freezer spray on it. That way thermal shock, and expansion, will loosen the screw threads, and the heat will denature any thread locker in there. As well, for those that are stuck, use a Torx bit instead, as those have 6 flutes, and generally you will find one that will fit in there, though you might have to do some file work to get the fit right, but at least that works even for a wallowed out hex hole. I use the bits that come in boxes of security drivers, then toss them away when finished and they have bent a little, though there the softer material helps to conform to the grubscrew.