Once the lever is off the bike, get that grub screw smoking hot first before trying to loosen it. If you manage to strip the internal hex (1.5mm) you will have a hell of a time getting it out.
Holding the lever in a rag and the barrel over one of those cheap little propane camping burners was all I needed. I had no need to heat the allen key as well! YMMV.
Once the grub is out, measure the length of the plunger that goes in to the master cylinder carefully (mine was 24mm long) as you will need to replace it in the same position. You will likely have a big dob of glue on the slotted screw head to clean off. Remember it is a reverse thread when you loosen it!
Kurt