Here is the problem with GTAM and Canadian Tire.
The extractor set on the right was designed to remove wood screws.
The set on the left seems to made from that FANTASTIC metallurgy invention" Chineseium. Extractors should be made from a hard alloy, usually High Speed Steel. Look at the small one, the end has already been chewed.
It seems I have a lot more experience removing broken screws than most of you, so here is a tip:
DON'T BUY TOOLS AT CANADIAN TIRE.
CTC sells JUNK tools. So does Princess Auto. So does Harbour Freight.
Some tools you just can't cheap out on. extractors sets in one, drills are another (If you're doing more than just punching holes in stuff).
I'm not saying this job is impossible using CTC tools, just A LOT harder and A LOT easier to screw up.
The CTC drill that you buy will NOT be rigid enough to accurately drill out a small hole in a hardened bolt, and it will wander and break... again and again... and you will get frustrated... and you'll make a mess.
And once you get the hole galled into that bolt, there is a GOOD chance that Chineseium extractor will either round off because it was too soft, or break off in the hole because it was too hard (It really wanted to be case hardened, but wasn't because that is expensive and a complicated process).
Here is a set of extractors that work:
Ridgid 35585 10 Screw Extractor Set for sale online | eBay (I have a set like this, I had to replace the small one, the one I use most often. The one piece cost more than that CTC 10 piece set).
For drills you NEED rigidity and something harder than the screw you're trying to drill.
Cobalt would be nice, but REALLY expensive.
A carbide "stub" drill is what I would use, Start the hole with a center drill.
For "DECENT" machine tools look to TryHard Industrial sales or KBC Tools. (One carbide stub drill is less than the four or five CTC drills you're going to break).
... or just bring me the part.
It is probably easier, faster and neater to weld up the hole with the bolt in it, and drill and tap a new hole. Done in half an hour.