Try a bit of WD40 and then heating the screw up with a hairdryer.  It could be that the oil from the coffee has hardened.  The issue is that once the Allen Key slips then it can damage the head of the screw and it will just spin as the grip has gone, so take it slowly, don't be too aggressive.  If that happens it is usually recoverable but it would need to come back to the service center for repair.
This screw is not part of the seal, it is the group cup squeezing against the head that makes the seal, so the screw doesn't need to be more than finger tight, it is really there just to stop the dispersion plate from falling out.