Aluminum or plastic hex? If its plastic, and it heated it, it could be melted into the wheel. Getting it out, especially if its plastic, will probably just destroy the hex, but, you can try using a small flat blade screwdriver, and knocking it out by going through the axle hole and tapping it gently in a couple different spots. Personally, i would just run it until it fully rounds out the wheel, then, if the tire is still good, take it off that wheel, and put it on another one. A tip that may or may not work for removing good tires from wheels, especially if you live in an area where you run the furnace quite often, and have floor vents like most of the northeast, put the wheel on the vent before you leave for the day. It doesn't work all the time, but, i have had it work a few times when i did that.
If its aluminum, they usually are easy to remove. My trick is to take a mini flat screwdriver, put it at an angle in the axle hole, so its against the hex, and tap it until it moves, then do the same on the opposite side.