When I talk to plumbers and ask how they get the broken part of a shower arm out of the wall, they usually cut it out with a hacksaw blade or cut a hole in the wall and replace the drop ell. What we do at Thrasher Plumbing is use a No. 7 easy out screw extractor with 1/2-in. cut off the end — so it doesn’t bottom out in the fitting — and an 8-in. wrench.