Helicoiling them is easy. I did it on my Brembo calipers when the aluminium thread stripped on the bleed nipple. Just drill VERY slowly. Apply some grease to the drill bit and put a bit of tissue down into the "V" seating area at the bottom so that swarf cannot get inside the caliper.
Only drill until you get to the bottom of the threads, do not go past this point, otherwise you will damage the seating / sealing surface at the bottom and it will never be fluid tight ever again.
Once drilled, run the tap down, cut the helicoil to size and thread it in. Remove the "tang" of the coil with needle nose pliers. Job done!!
There is no reason not to do it, despite what some mechanics say. The threads do not form any part of the sealing surface. All the sealing is done by the cone "V" shaped part at the bottom which you do not want to touch.
All the threads do is hold the nipple in place and the new stainless steel threads of the helicoil were certainly far, far stronger than the aluminium ones on my Brembo Calipers.
However if you can pay £300 for a good set then why bother paying £250 for a set that needs work? Helicoil kit alone costs circa £35 - £40!