In order
I'd heat it in case it was Loctited but I wouldn't quench it.
No advantage to making the screw brittle.
I'd spray with Kroil-Oil, or melt a real beeswax candle into the hole while it's still warm, but not glowing red hot.
Then give the screw a hundred little taps on the head, but don't damage the screw, try a punch that fits the bottom of the socket.
Then impact screwdriver it.
Then smash the insert and vise grip it off.
I'd heat it in case it was Loctited but I wouldn't quench it.
No advantage to making the screw brittle.
I'd spray with Kroil-Oil, or melt a real beeswax candle into the hole while it's still warm, but not glowing red hot.
Then give the screw a hundred little taps on the head, but don't damage the screw, try a punch that fits the bottom of the socket.
Then impact screwdriver it.
Then smash the insert and vise grip it off.