The vast majority of my successes is with a damn good set of mole grips (with expectionally good jaws, mentioned in another post somewhere) and with an oxy acetylene torch and get the metal very hot. Then you wouldnt believe how easy they unscrew.
Been riding mine with one snapped off for 50,000 miles now. Both a very well thought of BMW dealer and our premier on site engineer advised me not to bother replacing it.
Daughters Ford Ka had seized spark plugs, very common, and mucho money quote from the garage to sort. OOOh sir, head off, etc. One set of Ezi outs and large wrench later new plugs fitted. Job sorted around one hour. Also used to work refurbing old Beetle engines. Too many Ezi-out success's to name. My hand is up!
have to agree penetrating oils cant penetrate, them studs weld themselves to the ally as if they were one .
I would go with the milling machine ,just follows the stud, removing as it goes guaranteed result.
If you get the head off, get acess to a good arc welder earth clamp on the head (tight) and hold the rod on the end of the stud and energise hold it on DON't weld or strike an arc but just let the stud get red hot then let it cool and the stud will unscrew easily. And yes this does work.
Dave GS