I second the method of grinding them off flush with the frame, then driving them through with a punch or air hammer. Wear eye protection.
Magic screw extractors are useless. If the screw wasn't strong enough to break itself free, what makes you think something made from LESS metal is going to do it?
Penetrating oils need time to work, if the part is rusted. Rust isn't your primary issue here. Galling is. When those types of screws go in, there's always some thread damage. Galled threads don't respond to penetrating oil.
