First step is to try to "pick" it out.
Get a hard, sharp needle and put it in an handle of some sort.
Try rotating the screw by pushing on the outer edge of the screw with the sharp needle. Alternate around the outer edge of the screw.
If you can find a small enough one, you can carefully try a Sears-type screw extractor bit turned by hand.
This is a bit that digs into the surface of the screw as it's turned out.
If none of those work, see a pro gunsmith.
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