Loctite is customarily broken down by applying heat to the joint.
You could try heating the allen wrench, slipping it into the screw socket a couple of cycles. Then put torque on the fastener. The lower grades of Loctite usually let go pretty easily.
Early in this thread, one of the senior members handed my head to me for daring to suggest putting the frame in the oven for a few minutes at 200 degrees F. Still, that's easiest way, and it won't hurt the gun or grips.