One other thing I forgot to mention...
You can ask your dentist to save you some of the coarse dental burrs that they use for roughing out cavities and removing a lot of material when doing crowns, etc.
They are intended for use in dental drills that run at much higher RPM's than a Dremel rotary tool, but will still cut the steel in gun screws well. The shanks are also too small for standard Dremel collets, but Amazon sells sets of collets that work in Dremel and other rotary tools, and they are very reasonably priced.
Please remember to give us a follow-up to let us know what worked.
