I also recommend the mig welding route, I've used this trick several times to get broken studs out, and it's worked every time. (works really well on broken off studs in aluminum heads!) Part of it's success is that when you weld the bolt it heats up, which helps to loosen it. I don't know of any specific easy-out type extractors for the Allen bolts. You could check the size charts for metric/SAE allen wrenches, maybe you could find a very slightly oversized wrench you could pound in after filing a bit.

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Richard Wooldridge
'01 ML320
'82 300D 4.3L V6/T700R4 conversion
'82 380SL, '86 560SL engine/trans. installed
'79 450SL, digital servo update
'75 280C