you can try to get broken peices threaded out with an easyout kit.
If that doesnt work, new calipers. I wouldnt attempt drilling and tapping..
I had one break on my 626, and the easy out also broke inside of it.. so that was done for. So what I did was Loosend up the the brake line to the caliper and bleed it through that. It worked. Been working pretty well considering it was a front caliper, did that more then 2yrs ago.. and both my rear brakes arent even hooked up. So the 2 fronts is all I got