You should spanner the other end of the driveshaft bolts until they are loose (13mm from memory but could be wrong). That way you avoid rounding the allen key end. Both sides involve the same process. You should still be able to get a mole grip on the rounded end.
No problems with anything falling out when removing a shaft from the hub end but I have never had to remove the stub end so can't help with that question.
Removal work is much the same as most cars. You may need a decent bar to lever down the lower arm and you should consider replacing the drop links as they often shear and are a cheap item.
"When you sit in a Focus RS or a Golf R32 itís like sitting in a commercial for Lynx aftershave. When you sit in an 147 GTA itís like sitting in a Venetianís hand-made suitcase." J.Clarkson 2003.
Current fleet: 156 Sportwagon jtd 16V (facelift) 2.4 Spider, Leon Cupra SC
Projects: Spider S4, Matra Murena 2.2