do as Lee stated with the iron. If that doesn't work, you can try to take a thin disk from a dremel and grind a slot into it. This will damage the pinion, but not too bad if your careful. If you don't want to do that, then you will need to get some left handed drill bits small enough to NOT damage the threads, but still larger than the allen driver needed for it. Chuck up the bit and PRESS HARD while running the drill in reverse. More times than not, the grub screw will come right out. Been there quite a few times with great success.