I had this happen once as well. I just did cut a new thread on the existing axle.
The ultimate axles are quite easy to remove.
The 12mm axles are more hard to get out.
Just removing the grub and heat will not be enough as far as I remember. @mmaner did remove his axles on those trucks before. Think he can give you some advice how to get them out best.
Get a bunch of washers, stack them on the axle until they are half way up the threads. Tighten the nut until the axle starts to pull out of the hanger. Remove the nut, add more washers, repeat until it pops out.