If its a low value gun its always possible to replace the original; though you might have to cut new threads, but that might be your last resort.
Peen the screw slot to as best condition you can make it and carefully fit a turn screw blade to the slot - for tough screws i prefer a turn screw with a shorter shank and at least an oval handle as i can put more pressure on the handle without it hurting my hand, carefully clamp the gun up and then put the turn screw in the slot and exert downwards pressure only (ideally your turn screw should be bottoming out in the slot while touching both sides of the slot) i then normally i have a pair of grips on the flat shank and keeping downwards pressure with most of my weight on the turnscrew i then try to minutely tighten the screw, then back it off, i have had guns where i have done this, heat, oil, and tried again every day for a week; and most screws will move eventually weather that's by coming out or shearing. Only advice i can give you as that's how i do it.