Well, I keep mine on there, I would think Honda had a reason to put them there, or they wouldnt have endured the cost/trouble. I like "better safe than sorry" aswell

 

They did have a reason to keep them there. It keeps the rotor in place during the assembly line (picture $50 rotors rolling around the assembly line vs .04 for screws). That is it's only function... MAYBE if you want to stretch it they could center the rotor (but the rotor holes are a tight fit as it is).

 

Yeah, I used that impact tool and got it out. I was so pissed though. Just trying to change by brake pads turned to be a pain in the butt. Everything is back to normal and working great. Thanks guys!

 

Just a future tip for other people, there are bits called ez-outs or something similar. Basically it's a backwards drill bit, so it will drill into the head of the screw while turning counter clockwise to unscrew and back the screw (or bolt) out. They work wonders.