I ended up replacing the whole caliper on my 13 after I did the same. I drilled the head of the allen out and was able to remove the pin but at the same time damaged the threads a bit and wasn't happy with the result. Not a lot of room to open it up and drop a helicoil in either. I'm pretty sure I threw it in the bin as they are a dime a dozen.
I rounded it out using a quality socket and a old impact that you whack with a hammer. It was jammed and I wasn't patient enough.
Some heat will help, as will continuing with the oil. A bit of shocking can help allow the oil to penetrate, otherwise I would do as above. Cut the pads off the pin, and then use the full length of the pin to grab and turn. Even if you need to grind a flat side on it to get a good grip. You should be able to get it out without damage to the caliper.
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