One thing i learned in twenty years of riding bulldozers around is how to remove a broken bolt , all of the aboce suggestions are good , but somethimg that helps the really stubborn ones is if it is possible drill a hole all the way threw the bolt then hit it with the heat , it helps in two ways , first you get more heat in the bolt and less in the part , and it helps give more room for expansion and contraction .
Just a lesson learned the hard way .... It wasnt uncommon to replace two or three broken idler wheel or bogey bolts every week and a threw hole drilled and lots of heat always took out the most stubborn bolts