Your car may be different. For mine, there's an odd shaped grille in each corner of the dash and flush with it. There's only one screw holding the grille in. I removed it and saw the speaker underneath, secured with 4 screws and with a funky metal "cage" protecting the fragile paper cone on the top (this metal is literally part of the speaker and cannot be removed from the speaker.
It certainly can be frustrating when you want some decent tunes in your car and cannot get access...
In my 533i I put some Infinity's in that I got on clearance...only problem was that they stuck up about a half inch higher than the factory grille! I ended up buying longer screws and 1/2 inch spacers so that I could still put the factory grilles back over top!