Scooterotica

Had my first cursing and swearing moment Saturday night during the assembly of the bottom headset. right hand side (throttle / front brake) all went well. However, when I fitted the olive support to the gear side I broke one of the small bolts, the one which also holds the front brake cable guide. I tried to get it out using pliers and mole grips as there was a small part of the bolt sticking up but couldn't budge it. I bought a screw extractor set yesterday and then realised I am using stainless steel fixings. The drill in the set hardly touched it. Now I have ordered some hard cobalt drills and cutting paste and will give it another go when they arrive.
Has anybody got any ideas for a solution if I cannot get the bolt out?

It is as you have already done, a job for an expensive drill bit. There is no other way.