They are amazingly tight. I picked up a pair of coaches at the Stafford show yesterday and so I had them handy to have a go at. They do start to move if you squeeze the ends together first, but they're still more reluctant to come out than I am determined to make them..
I found it better to remove the bogie and release the carrier* from the coach, to avoid any mishaps, but it was still more difficult than I was prepared for..
*Taking care not to lose the tiny spring.