How do I remove the CPU if the housing for a heatsink screw spins?

Hi! I'm doing a CPU replacement on my Mac Pro 2013. I disassembled down to the part where I start removing heatsinks screws. One of the screws will turn and turn but not come out.

I examined more closely and it looks like the housing for the screw has come loose from the heatsink itself -- so it spins and spins with the screw, instead of releasing the screw as it turns. Does anyone have any experience with something like this? Thinking of getting some crazy glue with a long nozzle and trying to apply some glue to the housing to get it to stick the the heatsink again.