stuck grub screw or axle pin?

ok i have steel center axles and they have the screw pins in them and they are now stuck, they have always come out before but now i have not run the truck for months (didn't have a charger) and now i have striped the head of one and the other seems to be stuck. i don't want to strip the other one too i have sprayed wd-40 around it and in it as much as possible. when i put pressure the allen wrench bends or i guess twists and it is a quality allen wrench. i noticed the axels got extremely hot from friction when i ran the truck
i know the last step is a drill but, anyone have any suggestions

sorry if thats a ramble but...
its a e-maxx if that matters
thank you all
j