I picked up a new SW22 today and have the same problem with the screw being stuck (build date 05/27/16). The supplied allen wrench is now a twisted mess and another hex bit on a ratchet broke off. The pistol works fine and is very accurate. My FFL is also a smith so I'll take it back to him tomorrow to see if he can help loosen it.

By the way, I bought one of these about 6 weeks ago and it was a total lemon; 80% of the time there were no strikes on the rim, just a click. It went back to S&W and was returned "fixed", but still had the same exact issue. My FFL was kind enough to order me a new one and deal with S&W directly. I love the new one, but can't take it down for cleaning.