Penetrating oil, patience, and some heat (after ensuring that the gun is not charged, and the acetone has evaporated) are the first approach. Drilling and extracting the next (much riskier for mortals).

Track of the Wolf and Dixie Gun Works have good supplies of various nipples (not quite the same inventory either). If you can get one out more or less whole you can seek the right size by trying it in various nuts of known size at any decent hardware store.

Caplocks are fun!