Soldering iron with tip pressed to the screw is what I do.
No workie on this one. Screw is through the front part of a receiver and bottomed out on the barrel extension, making for a big honkin' heat sink. Electric irons never got the surrounding metal beyond slightly warm to the touch.
I have had great success with using a nail heated to glowing red. I have even ground down the tip of the nail to make it flat then heated it glowing red hot and hold on the screw. I have only one time had to heat the nail more than once. It simply works.
I think I'm going to find a nail and file it to fit the socket head, then torch the opposite end of the nail for a bit - seems like the best possibility for getting enough heat transfer where I want it and not too much too far beyond.