They can be tough to remove without damaging the plug itself.
There is a tool designed just for this, though it is expensive.
http://www.drake.net/products/Breech-Wrench?id=26123

Watch the joints to make sure you don't pop anything lose. I recently re-finished a muzzleloader that I did not dare try to get the plugs out. Extremely tight and probably had never been removed. I carefully taped off the barrels and applied several coats of poly to the breech to keep it from rusting. Once I was done and stripped the coating, you could not tell the breeches were not pulled.

Good luck!...
Craig