If they're the expanding type then you might be able to tap them straight with a drill bit and pull them out. It's a tricky process though, otherwise drill them out starting with a small hss bit then gradually go larger.
Not sure about filling, if they're external then murex is a good filler.
what's the best / easiest / safest way to remove metal wall anchors (~m10) from brickwork?
Would it be sensible to drill a smaller hole next to the bolt & sleeve, in the hope that it will loosen the anchor?
And what's the best thing to fill it with to avoid any water damage - plain cement?