How do you remove a broken br screw from my bath tub?

I was trying to remove the pop-up from the bath tub when both br screws or bolt heads snap off. The stem is sticking out and can easily be grabbed however the stem/screw will not budge. The screw is to small to drill. I used various lubricates to loosen it but that didn't work. would heat and lubricate work? or what else can I try??