A )Do you mean you cannot remove intact valve cover screw?
Or this screw is broken off in engine's cylinder head ?
C) Or this screw's allen head recessed socket is damaged so as to be unable to turn?
D) Or is female threads in cylinder head damaged, i.e. stripped?
E) or something else?
A photo or better description might help us point you in right direction. Each possible problem has a solution. Certainly a quality EZ-out works if one does the prep work by drilling proper pilot hole which may be very difficult with cylinder on bike. We can help depending on the problem.