In this situation you might be thinking that you are screwed and your only option is to slit the body part to get the piece out and hope you can glue it together or permanently glue arm back on and lose all mobility in that limb. I am here to tell you there is another option. SURGERY!
First thing you will need is a trusty pin vise with a really small drill bit and some wire that is about the same size.
Now you will need to be very careful but you will drill a hole in the exposed area of the rocket that is stuck in the limb, in this case its and arm. Then you will dry fit a piece of your wire into the newly drilled hole. once you make sure it will fit you use just enough super glue to barely coat the tip of wire we will be putting into the socket. Once its try you can heat the arm up again and pull the socket out with needle nose pliers.
Now using the same drill bit drill a hole into the portion of the arm that broke off.
Now we trim down our piece of wire on the socket nub. Make sure not to trim off too much. Trimming off too little is an easy fix but too much can spell disaster.
Now lets try a dry fit.
PERFECTO, little bit of glue and your back in action!!