Unfortunately the OP is dealing with a broken extractor. Typically such tools are heat treated very well and are resistant to drilling by any means.Photos are worth 1000 curse words.
if there is anything sticking out of the hole, you can try removing it with vice grip pliers. Otherwise,90% of the time, my left hand twist drill bits get it all out. Chase the threads and call it good. You'll want to remove whatever is behind it (loader pin, shaft, etc.)
Whomever named them "Easy Out's", should be keel-hauled.....easy-out
Next time,..... before using an "easy out"......The best way I have found for removing a VERY hard stuck item (DIY) like an easy-out or broken tap is with a Dremel and a small carbide burr. It takes patience but will work. You can even grind out to the threads keeping the hole well centered and pick out the remaining threads until you can chase the threads with a new tap. This advice comes from a machinist approaching 50 yrs experience. Of course we use EDM at work!
Or just an ordinary tap drill to match the threads and pick the remains out. Quick and easy.Next time,..... before using an "easy out"......
Try a left hand drill bit, just slightly smaller than the diameter of the zerk threads.
I have had excellent results with LH drill bits.
Unfortunately your situation is a somewhat different, since the "easy out" is hardened steel.
In my experience, 90% of the folks use inexpensive EZ outs that are not that much harder than a grade 8 bolt. I've had excellent success removing them from marine craft (after grinding a flat). Stubby carbide drill bits make quick work of the off-the -shelf EZ outs from big box stores.Unfortunately the OP is dealing with a broken extractor. Typically such tools are heat treated very well and are resistant to drilling by any means.