Removing a screw with no head
Personally, this is how I would do it. If you are just looking to clean the glass, get some stove glass cleaner from a store like Hearth and Home, or some place that sells stoves. Use scrapers, razors, paper towels etc.
If you are still bent on removing the glass, WD-40 or PB blaster first, wait a couple days. Vise grips as suggested, or what I will do it use a dremel to convert a phillips to a flat head if stripped using a carbide disc. Make some kind of notch to get it to screw out.
If that doesn't work, just be happy with the way the glass cleaner worked. If that doesn't work, drill and extract screws, re-cut threads. This seems like a lot of work though.
Last suggestion, just buy a new front for the fire place. May save you some aggrivation in the long run, unless you like the challenge.