Get an extractor kit from a hardware store. They look like screws with reverse threads, and you put them on your drill.
Without drilling them out, if there's a little bit of the thread sticking out, unscrew it with needle nose pliers.
That is the biggest run on sentence I've ever seen. Not usually a grammar nazi here but wow lol.
And it might be rattling because the headset is standard, so after a little bit it will move further in, and it will keep doing so until it's sitting in all the way. Just keep tightening the headset...