Firstly thanks to "fresh" for the detailed info and pictures. Superb explanation and much appreciated. I have just ordered my replacement black grilles and thought I would do a dry run at removal of on of my existing grilles. I noticed a couple of people within the read have mentioned the use of a home made tool to remove from the front without even opening the bonnet. As I couldn't find any pics, I thought I'd share a pic of the "tool" I bought today from my local hardware. It works a treat as long as you make sure the tip of the tool sits exactly where you want it to be before pulling. Do this by using feel with on finger on the tab and wait for the tool to rest there too. The angles of the tool really help to put pressure on the correct spot and correct angle. Like people have said on here, I found easier to start top/middle, top/left/right, bottom and then the one closest to the BMW badge last. The tool is simply a Shed hook. Here's the pic.
