They come out on their own, but the risk of braking them or nor being able to put them back is real. I recently removed the vents from the center console and cannot advise doing it. I believe the problem is that the dash panel is steel covered with PVC, and it starts rusting around the cut-outs for the vents, swelling. That means the vents are held pretty tight until you remove them. Then they won't go back in because the material is too thick for the clips to work properly. Just a theory...
The side vent is held by 4 clips. You can see them when you turn it either way. To remove it you have to carefully lift each clip by inserting a blade in the slot and lifting it. Keep pulling the vent and lifting the clips in turn until it's loose.
If you have access to compressed air you can blow "the forest" back the way it came in. Better option altogether
