you can just drill it out using progressively larger drill bits up to the point where you're almost touching the threads, (its just plastic after all)
then you'll ned to clean the thread out using a tap of the correct size
i think thats a 6mm by 1mm pitch thread (looks the same size as the ones i've repaired myself) you can ideally replace with another bleed screw of the same design or just use a bolt of with the same thread with a little bit of silicone sealant around the base of the head to seal it up.
just wait til coolant is flowing out of the hole than whack the bolt in when you're filling up
