There are a few options, depending on how handy you are.
Here's a video that lists 7 ways. I'm betting #5 will be one.of your better options here.
In the past, I've drilled a skinny hole into what's left of the screw, then lightly tapped the short end of an Allen/hex key into it. The key here is to not make the hole so tight for the key that you'll never be able to pull it off after you've extracted it. But there are other ways of getting the junk screw off the key if it came down to it.
Check your local hardware store or specialty auto shop (eg, AutoZone) for a screw extractor kit. Be sure the kit comes with a small enough bit that would fit into a hole you've drilled into what's left of the broken screw. (This is option #5 in the video, btw.)