Hmm I have buggered one up , 3mm key just spins in it, other seems solid and loath to touch it now. I feel a trip round the local garages coming on
If you can get a simple flat ended punch into the socket and give it a couple of sharp taps that should shock it loose without any damage. The trouble with soft stainless grub screws is that as the key starts to spread the socket it also swells the thread and makes it tighter so a tap in the bottom of the socket to loosen it before you start twisting is always good. Sorry if this comes a bit late but maybe it will help someone else.
2013 M3W 1960 Velocette Venom and the Landrovardo!