Bummer, I would remove the caliper, take it to a bench and try drilling out the old screw. Put a pivot hole in and then get the nut remover kit from napa or sears. (or see if a machine shop can do it)

I forgot, are there two bleeding screws in the rear caliper? It may best to remove a good screw and study the drilling strategy from there (or buy a new screw first).

I don't like the reverse drill ones (easy out, I think), I've had better luck with the ones where your drill and then tap the hole with a metal tip.