I had the same problem with a Hansgrohe set screw on my toilet paper holder. Thought an allen wrench would do to open it but it does not work, I had to use the end of a pointy dinner knife to coax it out, might have also used a flat edge glass repair screwdriver also to get it out. It almost look as if it was "stripped" in the opening. I'm now trying to find a replacement set screw and came across this page. Hope that helps.