Since they already have a hole drilled per say, being socket head screws, I would definitely try screw extractor first.
Remember you can grind down the tip of extractor to appropriate size if needed, for maximum bite.
Good luck!
Assuming you've cleaned chamber thoroughly and have tried different brands of ammo? Does it do it with both steel and brass?
Its possible that cartridge OAL length is too long and bullet is slightly engaging rifling. Wouldn't be an issue firing, only trying to eject un-fired round.
I have one a good friend who was an incredible machinist did for me. Unfortunately he is deceased now but I get to think about the great times we had together everytime I shoot it!
An added bonus is it takes a while to burn through a 50 round box of CCI Quiets and it is crazy accurate and...
If you own an older Henry single-shot rifle or shotgun and aren't aware of this please click on the link:
https://www.henryusa.com/recall/
A quick indication if your weapon is subject to this recall or not is there will be no dimple inside the trigger guard behind the trigger.
Newer models...