Are you talking about the actual caliper sliding pins with the rubber sheaths attached?
Yes I have sheared them off before.
Actually i think you are referring to these two bolts.
Tip that has helped me when removing other bolts on other calipers, jack the disco up and have the wheels turned to full lock so you can attach a socket and breaker bar. This bar will then extend out past the wheel well allowing you to put nice gentle pressure on the breaker bar bouncing very gently harder and harder. If they are still not budging slide a barbell from a bench press weights set over your breaker bar, now you might have a 5+ foot bar. The power of this is amazing and needs little force applied by yourself to get the bolts free. Obviously add loads of wd40 too.