dano1200r,
First, welcome to the forum.
There is a thread in this
Gunsmithing or Mods section on removing stubborn grip screws. Read that first.
You might want to shoot your R9 a few times and see if (hope that!) the grip screws shoot themselves loose.
If you are impatient like me, and / or can't stand the sight of a buggered screw on your otherwise pristine R9, some surgery is required.
First, you need to apply heat to the fastener. That will break down the thread locking compound.
Second, I would very carefully try a "GRABIT #1 tool.
http://www.asseenontv.com/tool_outdoor_pet.html?direction=next&Page=5#most_popular_productsRegular EZ-Outs are too big, but the littlest Grabit may work if you drill just to the bottom of the socket, and then try the 'remove end' of the Grabit tool. It's really important to heat that screw head with a soldering iron or similar (not an open flame), or you'll never get the screw out.
Third, take your gun to a really good gunsmith and let him sweat over it.
If you're not equipped with the right tools and temperament, you might be better off to skip steps one and two....and go right to Three.
I'm making light of your challenge, but with the right tools and patience, you can get that screw out. If you haven't done it before, the gunsmith might be the best choice.
As you've already discovered, having a professional quality Allen Wrench is a must when working on Rohrbaugh grip screws. Also, it's a good idea to have a few spare screws on hand; you won't find those screws at ACO. Maria at Rohrbaugh can fix you up with spares in short order.
Hope this helps, and good luck!
Steve