One technique would be to drill a small hole in the remaining screw and using a very small screw extractor.
One could be made by filing a piece of drill rod into a triangular shape, tapping it into the hole and turning the screw out.
Another method would be to use a Dremel carbide cutter in a Dremel or flex shaft and carefully grind away the remaining head.
Then you can just lift the grips off, and use pliers to unscrew the screw shank from the right side grip.
Of these methods, the carbide cutter would probably be the safest and most effective.
Another way is to use a small screwdriver bit or punch placed on the outer edge of the remaining part of the screw head slot and use a small hammer to try to tap the screw around. Once it starts to unscrew it will usually unscrew with little effort.