as a mechanic i have to do this all the time, dam ford exhaust manifolds. but the best thing i have found is take a wire welder and weld a nut on the end of it then let it cool. then turn them out works about 9 times out of 10. other than that, do like bowtie said but if you can use left hand drill bits. a lot of the time the drill bit will spin them out.
05 Raptor 719
4mm Barker Crank, 11:1 CP Piston, Mega Cycle X-3 Cam, RS3 Yoshi Full Exhaust
01 ish warrior 11:1 wiseco, stage, 1 hot cam, fmf pipe, k/n filter