It can be tricky with very small screws, but the the first and easiest solution is to drill a hole through the centre of the screw stub and then use an easy-out (sort of a tapered reverse thread tap) to jam in the hole and unscrew it. Very small easy-outs can be hard to source, I have sometimes made a tool by grinding a small slotted screwdriver into a slight taper and puting a cutting edge on the sides. The hardest part is drilling through the centre of the screw and not allowing the drill to wander off, otherwise it will destroy the softer surrounding material (probably aluminium) rather than the much harder screw. If the broken screw edge is sloping you will need to use a small milling bit to flatten it, and preferably punch a centre dent as a guide for the drill bit, otherwise you'll have no chance of drilling throught the centre.
If the screw is rusted in or otherwise won't unscrew using an easy-out (and you've tried soaking it in antiseize and applying heat to the surrounding material) the next solution is to drill the screw out completely by using a drill the same size as the tapping drill, which leaves just the spiral of thread to pull out with pliers, but you obviously needed to have been very accurate and drilled straight down the very centre of the screw stub with your first hole.
The next solution is to drill or mill out the whole area and replace it with a lathed cylinder of aluminium, and then drill and tap a new hole.
The last option is to have the stub removed by spark erosion, or chemical means such as alum or acid (depending on the materials).