The F292R ball is screwed onto a 7/16" coarse-thread end of the shift lever. There really isn"t any way to effectively grip the shift lever as there are no wrench flats, cross pins, or other means to prevent the shift lever from rotating as the ball is screwed off.
However, the threads are normally not too badly rusted as any water tends to run down the shaft instead of up into the threaded area.
The best I can suggest is to clamp a good, sharp-toothed vice grip onto the shaft and try not to let it slip. Even if some teeth marks are left on the shaft, it wouldn't be too hard to file those flat and fill any remaining grooves with body filler to hide any modest damage.