You shouldn't have done that. But you probably know that already.

There are several possible fixes. You can try to back it out with a tiny chisel - usually, if you can get it to move even a tiny amount it'll loosen right up. You can try heat and a tiny chisel. If all else fails you'll need to find a shop that does EDM (electrical discharge machining). The EDM can actually follow the exact contour of the threads and leave a perfect hole. I have no idea what that costs in your area.

Dan