Just be careful and pull straight out on the metal boots; they have ceramic inserts and can break. Removing them while still warm seems to work better. I found that a good straight jerk while holding the metal portion works best. If you do break one, the wire just screws into the end, and the insert can be replaced without replacing the wire. Don't pull on the wire, of course.
When replacing them, use a dab of dielectric grease on the end of the plug, and also use some anti-seize grease on the other threaded end of the plug while you're at it.