This briefing document from RS covers most cases.
A guide designed to help you understand what screw extractors are, how they work, why you should use them, how to use them, and common screw extractor sizes.
uk.rs-online.com
And RS sell a range of screw extractor tools with fast delivery. Keep in mind that if the screw is 'rusty' the thread it screws into may be damaged as well so even if you get the screw out you may need to install a thread repair device, e.g.
Buy Thread Repair from Screwfix.com. Additional fastener support for damaged or stripped threads. Buy online & collect in store in as little as 1 minute.
www.screwfix.com
and this may not work and/or be permitted inside a boiler depending on which part is involved. Better to replace the whole part than take a risk IMO.