Yeah its tough to get it out.
I tried a few times and finally got it out, and I thought I was going to break it.
I think the trick is to pull down on it and then pull it.
I'm not sure though, I can't remember exactly, I remember pulling down hard, and yanking it off towards me.
It finally gave. I then repositioned the clips for it and fixed the headrest with a wiretie to repair the broken plastic piece.
'92 300CE - Sold
2004 C240 - C7 Wheels
2015 ML350 - P1, Pano, Ash poplar wood, Sport Dinamica interior, Running Boards Keyless go.