There are several avenues of attack for that little setscrew.
1) Pour on the Panther Piss - use your favorite penetrating oil. I'm partial to Kroil, but the merry elves who make it are sort of weird, so it's not available in stores for some unfathomable reason. It's a little hard to get and expensive, but worth it.
2) Choose your weapon carefully -- in these eensy beensy sizes, there's quite a bit of variation in the microscopic details of hex bits and keys. I rummaged around my garage and found about six or seven in the appropriate metric size (I forget what that size is, TBH). Out of these, about half were pretty sloppy, and one seemed to fit the best, so that's what I used. YMMV.
3) Heat - a good-size soldering iron is a good way to get some heat into the screw. It has some thread locker, so it really helps to melt this. The problem is that it's a teensy steel screw in a large chunk of aluminum, so the heat departs pretty quickly. Heat it, then quickly try to move it.
4) Worry it - it's going to take many rounds and several efforts before the screw breaks free. Don't lose patience and go gorilla style on it -- keep applying pressure, "bouncing" the hex key, etc. Develop the ability to feel when it's yielding vs. when you're about to strip the hex.
2002 Suzuki DL1000 V-Strom, Dark Metallic Space Blue
1983 Suzuki GS850G, Cosmic Blue
2005 KLR685, Aztec Red - Turd II.2, the ReReTurdening