It all depends on yourself really, nipples can be removed and replaced, but it may not even be necessary, as you can usually get the air bled out using the other nipple and the brake hose union. If you are unhappy having a dodgy nipple, you can get a local engineering company or there are specialists out there that will drill out the offending nipple, they can helicoil the thread if that is damaged and recut the seat, if needed. All this will be a lot cheaper than a new caliper. On the other hand depending on the overall condition of your calipers, corrosion wise etc, you could buy a pair of new ones. A pair of Clio Brembos usually make good money on eBay, so you could recover a lot of the cost of the new pr.
