i attacked mine right away with an impact screwdriver, without heating either side up, and managed to get them both off. i had to get my GF to hold the handlebars steady since i hammered away at it like a mofo... after working up a sweat and a rather numb hand from the hammer blows i managed to pry them off, haha...
i did it after my accident, which caused my right handlebar to bend. so i replaced them with KTC clipons.
the clipons have hollow ends, onto which i put the KTC bar end weights like you discribed, with the rubber inserts that expands after putting it into the hole, hmmm... some strong sexual similarities in that action there.
you went thought one hell of an ordeal to only find that you need to put the OEM bar end weights back on!
or you need to buy clipons, OR drill that hole out bigger, so again i think you need to give it to someone with a proper bench press drill or something, so you dont ruin the new bar end weights.
GL!
ps, or give the handlebars (after youve removed them from the bike and taken everything off) to a "specialist" and have them drill or lathe out the end part and the bolt that is in there. that is if just sawing it doesnt do the job in the 1st place...