The Ford service manual says to screw in the threaded adapter for a small slide hammer, and remove it with a slide hammer.
I have just screwed the appropriate size wood screw or sheetmetal screw into it and pried it out with pliers.
You can drill them, but the hole does not go all the way through, and then you wont have the pin to use over.
Last resort is to just break it off when you screw the tie rod socket off, but that also destroys the pin and takes a strong arm.