On my 2004 dynamic when I took the headlights out I still found it difficult as by that time I had scored up the plastic a bit. I wrote down removal instructions for covers on both sides and the bulbs so I could do it blind.
I wrote:
Covers for indicators (you are asking about this)
Very tight fit.
To remove line up handle level with ground then wiggle till comes out.
Tighten clockwise after refitting level with ground.
Headlight indicator bulbs
Bulb by fuse box unlocks clockwise. Other side anti-clockwise
"Unlock orange bulb unit clockwise then wiggle gently to get out. Tighten clockwise. Holes in orange plastic confirm it is unlocked/locked"
Even with my own written instructions it is not clear to me what I should be doing but it might be more obvious if I go out to the car and try!