Did you try to slide them off when the exhaust was cold / warm / hot?
I can tell you [from my experience on installing the same M5 tips from IND back at Christmas] that twisting to slide off is your friend if you get one that is on there very tight. When you twist it is going to sound/feel like fingernails across a chalk board. If you slide them on too far and over compress the tabs, just slide it back off and take a flathead screwdriver and push the tab back up.
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