An EASY-OUT can often work with the head of an allen bolt, depending on the size.
You can also, if room permits, use a chisel and hit the heat perpendicular to the head side in the counter-clockwise direction. Often this will move it enough to get vise grips on it.
Another trick is to fill the allen head with something to take up the slack and ensures the allen wrench holds. It has been suggested to try valve lapping compound which is a gritty paste.
As a rule, I always tap an allen into the allen head to double-check it is fully seated before turning.
Keep us posted,
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