I was able to get them out (without breaking them)!
The clips that hold them in are on the top and SIDES, not the bottom. The easiest way is to use your little plastic pry bar "trim removal tool" and pop out either the left or right side of the housing. Once you have one side out you can slide it over and pop the other side out. The top comes out easy. Here is a photo from the back of the housing. You can see the clips on the sides. Of course once it's out it is very easy to paint or cover with the 3M carbon vinyl.
Well crap! I can't get the damn image to load. I've tried Image Shack and using my Picasa account. I guess I just suck at the internet....... Hopefully you will see what I mean.
I decided to put the 3M carbon vinyl on the steering wheel pieces instead of painting them. I am using a metallic black paint with a flat clear-coat. I thought that color would practically disappear with the black steering wheel. So I went with the carbon. So far I like it.