I had the same issue, I tried hard to remove it myself using a right angle drill. It didn't work out, the bolts are really hard and if yours is like mine then it's really in there.

I ended up taking it to a local speed shop where they had to remove the turbo, machine it out, and put a coil in. This is about worst case scenario and it ended up costing me about $600.

I know it sucks but taking it to a shop is probably your best bet.

 

Taking off the hot side is a lot easier then removing entire turbo. Its literally like 6 bolts + the band clamp and it keeps the turbo lines intact so you dont have to do a coolant flush/oil change.

The machine shop charged me $70 to do the drill/tap.

 

Don't use an extractor on that otherwise you'll be taking it to a shop to extract a broken extractor... The bolt broke in that case cause it seazed, and an extractor isn't going to turn work in this case.

You can pull it off and get a hole centered really well, then drill it out in progressively larger sizes. Eventually youll get a really thin wall and you can file or dremel a slot to break it the rest of the way out.

Other options would to find a machine shop with an EDM machine. I've had many bolts burned out for $20-$30 each. Mitsubishis, both DSMs and Evos, love to gall bolts on the turbo and o2 housing which means turning them out isn't an option.