Unless your going to get a quality one from Snap on or Matco, I would not even attempt it. On exhaust, I do not believe that would work…just giving the stubborn nature of a metal that has been heated, cooled down, heated, cooled down…etc. If your good with a torch, you should be able to blow it out and re tap it. If not, start a with a small drill bit and work your way up. Perferably Colbalt bits if you can,…and pay attention to your drilling speed. If you drill too fast, you will just dull the bit and go nowhere. Adjust your speed to the point where you see a healthy amount of metal shavings falling away from your workpeice. Keep the drill bit well lubed and cooled, use cutting fluid of wd 40,…hell Ive even used DEX 3 and it worked lol.
Either way, there are your options. Good luck and have fun.