I love my Bosch Impact gun almost as much as my wife. However I got a bit stuck in it that I couldn't remove using any of the techniques discribed on the WEB. So in the middle of the night the engineer in me woke up and I put some Marv's Mystery oil on the chuck and put the gun, without the battery, in the freezer. In the morning, before my wife got up, I removed it from her freezer, put in a fresh warm battery , clamped the bit in the vise and hit the trigger.. One shot and the gun and the bit were ready to go back to work.
I had tried all of this at room temp, previously . I think the cold temps, cooled the ball enough for it to release, ie that's the trick.
Love my Bosch and my wife.