Removal bits (like drill bits, but have a reversed direction), mentioned above
Tapping in a larger screwdriver can be rough given delicacy
Glue idea is good, could also use solder if careful
If you have access to the outside flat, unlikely, you can tap a flat head around into a notch on the edge (again probably not likely)
Regular drill (must be super careful, I put this in the "nothing else worked" category. You us a drill bit that is the same size or a hair larger and essentially drill down to cut the head off of the bit (or break it up so you can bend part of the head up to try and loosen it with that). Again a true last resort given the potential damage.
Also try putting a bit of rubbing alcohol on it to soak down through the threads to what minor threadlock they may have used on it.