Drilling out broken screws

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Hope you can read attached.There are extractors that fit over the outside of wood screws,made by a US outfit. They are called Unscrewums & advertised in GoodOldBoat mag & by Googling. I have not tried them,but look like a good idea for woodscrews in wood.GRP,etc. After extraction,you wood fill hole with epoxy & start over.
Another method I've been told is to use a 1/4"(6mm) diamond coated hollow holesaw bit meant for glass.These would be set over the screw.Available on Amazon for $5.
I am going to try a roll pin,by heating one end in a vise,spreading that end a bit & drilling it backwards down over the screw til it grabs-as an experiment.
Cheers/Len
 
With difficult to remove woodscrews in wood I use the following method. Drill hole adjacent to screw with 2-3mm drill, extend hole along side of screw, tap screw sideways until you can get some long nosed pliers around the screw and twist to remove. To repair the damage, drill new clean hole and insert a hardwood dowel, cut off flat and drill pilot hole for new fixing.
With screws/setscrews into metal I find that heat is the best to break the bond between metals but also soaking with plus gas for up to a week sometimes works. However my patience generally gets exhausted and I resort to the drill before I should.
 
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Here's the feedback, finally...

Some of the recommended cobalt bits were only available in the US and the postage on ebay made them rather pricey so I went with a set of Sealey 5% cobalt bits (£36 via an amazon seller). Researching more on this it seems that the "good stuff" is 5% cobalt but there are also bits that are cheaper but have lesser amounts of cobalt and aren't very effective. Also I noticed in B&Q that they sell different types of "HSS" bit with standard "HSS" being for soft metal, "HSS Tin" being supposedly low friction so easier on your drill, and then HSS Cobalt for the hard stuff. Of course for all I know experts will be recoiling from this in the same way I do from Maplins description of their ethernet cables.

Bits didn't show up. Complaint to post office. Form letter back. Mail to the supplier (Tradecounters Direct) who were excellent and had me a new set shipped by 24 hour delivery.

As a reminder, this was a small steel screw in aluminium but it was generally the principles I was interested as I have always feared drilling out screws.

I didn't have a handy washer the right size but that would have been a good trick. Instead I ground down the stump of the screw a bit flatter with a dremel and grinding wheel and gave it another punch but the metal was hard and the punch didn't really give much of an indentation. I didn't have any oil either. Wondered if it might be overkill for a small screw.

What worked: cobalt bits, medium pressure, slow speed and lots and lots of patience. Going faster was not more effective. I think less.
What I could have done better: It was an el cheapo drill. Despite a fair bit of practice and immense care in centring the bit, the drill always seems to have tiny wobble. It's also hard to do the chuck up enough: it's keyless and prone to slipping when it gets stuck. Starting with thin bits was not a great idea. The 1mm and 1.5mm didn't last long before snapping with minimal pressure, not having achieved anything. I also broke 3 2mm drills. Too much pressure definitely bad.

I think I need to invest in the decent drill I was going to treat myself to before being given this rubbish one.

Thanks again to all who offered advice: One more task I can now approach with confidence.
 
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