The MTB Allen head ones work fine, those ones are shit and I always put a little anti seize on the threads when I see them, if it comes down to it you can undo the caliper to split it in half to get a decent grip on the axle, the back end will just twist off. Before you get to that try using a flathead screwdriver bit and some molegrips between the bit and the other end of the axle to really hold it all together then a small adjustable on the bit to loosen it, it's fiddly and helps if you have at least 3 hands but I find it usually works. Someone else I know says they've have success getting the end of a drill chuck on it and undrilling it out but I've not tried that one.
The MTB Allen head ones work fine, those ones are shit and I always put a little anti seize on the threads when I see them, if it comes down to it you can undo the caliper to split it in half to get a decent grip on the axle, the back end will just twist off. Before you get to that try using a flathead screwdriver bit and some molegrips between the bit and the other end of the axle to really hold it all together then a small adjustable on the bit to loosen it, it's fiddly and helps if you have at least 3 hands but I find it usually works. Someone else I know says they've have success getting the end of a drill chuck on it and undrilling it out but I've not tried that one.