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Now keep in mind I'm not sure of this exact part (I believe that it is the choke activation mechanism) so the info I give could be wrong.
IF it is the choke mechanism, then usually you either grind and/or drill them out and replace them with machine screws.
EDIT: if it truly has threads in it you can try cutting a slice in the top of it and using a flat head screw driver to unscrew it. I have had times this method worked and times it didn't, its your choice on which way you think will be easier for you.