Don't heat the clutch shaft up, it will only expand and make things worse.
I'm with the other guys, I'd try to drill a hole into the broken puller bolt and tap it. Instead of heating up the clutch shaft, cool it instead. Throw a frozen bag of corn or peas on it once you are trying to get it to pop. I've read many times that a stubborn clutch has been popped off by putting a lot of tension on the puller, then throwing something frozen on the shaft, and walking away for ten or fifteen minutes. They either hear it pop, or it is when they come back.
Welding a nut to the bolt should be pretty do-able also. Just weld it on the inside part of the nut to try to keep from buggering up the shaft. I'd ground the welder as close as possible to the weld, too.
Any machine shop should be able to help you out if you'd rather not try it yourself.