I did use a hex head socket but not with my impact driver, I guess the screw was just too badly corroded to make purchase. The other side was fine though, go figure! What was a pain was the Febi Bilstien discs that I bought didn't come with the replacement screw.
I haven't failed to get one out since I got my impact wrench a few years ago, even absolutely crusty ones. The benefit with the impact gun is that you can just put all your weight forward and concentrate on keeping the bit square, then all you need to do is squeeze the trigger to shock it and give massive torque. If you use a manual ratchet wrench, it's so difficult to keep the bit completely square if you have to use some force, and this is when the allen head gets chewed up. I normally set my impact wrench to the minimum torque and just let the shocks get it loose and it's normally out within 2-3 seconds. If I ever do round one, the easiest way to fix it is to just get a Torx bit and a lump hammer and hammer it in to the mushed up allen bolt. Then, impact wrench it out.