There are several tricks.
The first is to use a left hand drill bit on a reversing drill. This will sometimes remove the stuck bolt, etc by heat and friction without the EZ out.
Second is to get the correct ones -- there are several kinds, and the tapered ones seem to fail more often.
You must insert the EZout all the way to the shoulder -- just getting the tip in will only ream the hole out.
Give the stuck part a couple good solid wacks with a punch and hammer before attempting to turn -- this will usually "start" them (unstick them some) so that you can turn them more easily.
Never apply breaking force to the extractor. Penetrating oil, impact, heat, but never more force than the extractor or metal will take. No point in breaking it or just reaming the hole larger.
On a bleeder, I'd use a pilot bit (Bullet drill) to make the hole, and remove a good bit of the metal. That way you can always take a fine punch are collapse the remainer to remove it that way if the EZout fails. Leave enough metal for the EZout ot grab though.
1972 220D ?? miles
1988 300E 200,012
1987 300D Turbo killed 9/25/07, 275,000 miles
1985 Volvo 740 GLE Turobodiesel 218,000
1972 280 SE 4.5 165, 000 - It runs!