I just installed a new exhaust manifold this weekend and as others have said, there should be a stud in that hole, not a bolt.
The stud is surprisingly short and you can purchase a set of the bolts and the two studs from any place like Advanced Auto / NAPA etc.
My advice is to attempt to thread in a new stud (you will need a special E-10 socket - kind of female torx socket) before going through the hassle of taking every off. If you are very lucky, you'll find that the old stud backed out and you can simple thread in the new one and put a new nut (9/16) on it.
If you have to remove everything - plan on a full weekend of work. The best way to remove the manifold bolts (worked for me at least) is to warm the Jeep up and remove the bolts while the engine is hot. Wear gloves and protection on your arms because you can burn yourself, but all my rusty, been-in-there-for-225K-miles-in-New England bolts came out without a fuss.