I just had the same problem, I carefully used a VERY small abrasive bit in the Dremel tool. If you stay in the center of the set screw, slowly grinding down the very center making a divot for a small drill bit(to follow centered is the key here..),
I TOO broke a torx (not allen) bit off (mine was a SNAP-ON tool)
inside the hex socket of the set screw trying to remove a stuck/stripped allen set screw, the drill bit didn't like drilling the broken torx bit due to it being high quality tool steel, be patient don't hurry, and take your time it can be done and even save the gas block.
Once, the gas block has been removed from the barrel a tap can be used to clean the remaining set screw out of the threads...
I used a small Dewalt cordless drill, some Dewalt bits and a Craftsman tap to clean up the threads after the gas block came loose!
So no major tools were needed if you know someone with a mill that might work also... I used what I had at home...
Hope this helps...
If you remove one of the other set screws, you can use that as a gauge to see how deep to drill and also what diameter the bottom (part that contacts the barrel divot) of the set screw is that needs removed also...