The drill press method does work nicely. Saves the screw head slot from damage.
But as pointed out,, you can twist the head of the screw off very easily. It all depends on the strength of the screw.
With all that leverage, it will either turn the screw, twist the head off the screw or break the driver bit.
If you break the head off cleanly, you can usually complete disassembly. Then it's easier to drill out the remaining threaded core. That's not something to look forward to, but it's better than doing the job on the assembled gun and finish surfaces.

Most times it does a very nice job of removing the stuck screw.
A good soak in penetrant for a time is worth it before a trip to the drill press table.
A quick application of heat from the tip of a soldering gun just before the bit goes down into the slot of the screw doesn't hurt the effort either.

Each one you tackle is different.