For the record, EZ-out-type extractors work great on small bolts; most people (who don't know better) don't drill them deep enough (they require a depth of at least 1/3 the length of the spiral for reliable use), or don't center-punch the broken/stripped head before attempting to drill it for the extractor. The second important bit is that they are intended for bolts whose heads are beyond use of a short extractor like one of these. Hex socket bolts are a best-case scenario for the type linked, requiring little, if any, preparation.

But before that, are you referring to an 8mm socket, or one of the modern 5mm opposing designs? If it's the former, you'll have to use a regular (large) EZ-out to fit the socket. Again, they work fine, but if you need to run out to buy an EZ-out, a [large] tap handle, center punch, and appropriate drill bit, you may be better served bringing it to a trusted shop, for the amount you'll wind up spending.