Often times when they break at the threads, you are left with a sloping surface that mirrors the thread pitch. This is probably the worst case scenario fo getting a center, but you have to start correctly. you can use the fact that it is buried in there to your advantage. I use an automatic center punch. Using a scribe as a depth gauge, surmise which way the face is sloping, and mark the lowest side on the surrounding material with a china marker or something similar. lay the shaft of the automatic center punch at the mark, and angled to the opposite side of the hole. You may want to pivot it all the way across the face of the broken surface at this point to get a good feel for center. If you can see it, even better. Once center is reckoned, strike the face one time with the center punch, and assess the result. If you have a good positive mark, you may reinforce it with a second strike. You want a spot that will capture the end of the center punch in a definitive manner. Once you have this, you will want a high speed steel drill bit, in 3/32 diameter to get your start. I lay them in at an angle, same way as the punch, and lift them off the side just enough to clear. Give it 3-4 revolutions to seat the drill into the material, then stand it up straight, while turning. 400 rpm is plenty for steel. With a bit that small, stop frequently so you do not smoke the bit. You'll want about 1/8" of depth on that, and then you have a good purchase for your left handed drill bit. Works for me, takes some practice, which you can break small bolts off in a vice to make practice pieces, but once you have it down, ya go from high hurdles to no hill for a stepper.