|I always like the little tip on the OA torch. Heat the tip of the |bleeder screw to a bright red, and swat it with a hammer, then put the |vice grips on it and out it comes - better than 90% of the time. Then |get a new bleeder screw and a bit of nickle anti-seize - just a |tootpik tip's worth.
I would only worry about annealing the caliper metal by heating it. Especially in the case of a brake caliper. That isn't a metal part you want to fail under high mechanical stress.
Indeed, if there is some glue holding the screw, the heat will melt it and make it easier to get the screw out. I only would approach this with high caution for the above reason. In fact, I have a variable torque impact wrench, that has broken loose all kinds of *stuck* bolts, by incrementally destroying the glue and/or rust.
If you have a caliper fail by breaking under stress, or bending under stress, you're in trouble Sir.
Lg