In a similar situation, I used a very sharp center punch to ding the
center of the broken portion of the agraffe.  Then I went to a small
drill bit, like a 1/16" or so to begin, and drilled through the shaft.
I continued to increase the size of the bit until the hole was near the
edge of the cast iron.  Then I simply took a very small awl and pealed
the brass out of the hole.

My piano was also restrung, and no damage was done to the paint!  I did
run the proper size tap through the hole before replacing with the new
agraffe.

Good Luck,

Al Pebworth
Pebworth's Player Piano Center
Home of "Yesterday's Music"
http://www.pebworths.com