My tried and true method for removing stubborn set screws...
After all the other methods (heat and penetrating oil)
Buy a torx bit, they are also called star bits. You should be able to find them at the hardware store but will most likely come with a pack. Hammer the bit in to, what’s left of, the corners. Use a 1/4 socket and you can get a lot of torque that way. The torx bit cuts in to the metal and will sometimes work. After everything else... Time to break out the drill bits and easy outs. If you still can EZ out them drill them out all the way to the threads, chase the threads, or use helicoils if needed.
Kroil is popular in aircraft work so airport shops usually have a supply.
I’ve got a full set of torx bits. I’ll keep your suggestion in mind if penetrating oil doesn’t work.
Thanks!