Having done this job in the past, I've always removed the tire, remove the caliper and safely hang it out of the way, remove the split nut and then remove the entire hub/rotor from the spindle (keeping the bearings from dropping out onto the ground!).

Then get the hub into a bench vice, take your 10mm Allen tool and place it into the bolt head and give it a couple hard hits straight on to shock and hopefully loosen the threads from the rust locking it in place, then with the part secured in the vice, apply force to those Allen bolts making sure you keep the tool fully seated, straight and square as you apply force. They usually break free when you're hanging on the breaker bar!

I don't know that heating the heads will help a whole lot the bolt threads and what threads they interface with is where apply heat will make the most difference.