Ahhhhh the old Rocket blade changing. Been there done that, and learned a few tricks to getting them out easily.
1. Soak and Wash the head in warm soapy water first to remove any dirt and GOOK that is left over. Clean the blade grooves THOROUGHLY! you' ll be amazed at how much stuff gets wedged in there.
2. Unscrew one blade at a time and while holding onto the BLADE with one hand and the head with the other lightly tap the head on a flat surface. Try the blade in different positions as the blades get pretty funky after shooting them and they put pressure on the screw at certain angles making it very hard to get them out. Wiggling the blade should also break loose any left over gook that gets in between the hole in the blade and the screw itself.
3. If they don' t pop out in step 2 DON' T PANIC!

They should be loose enough that you can take that little screwdriver thing they supply and actually pry under the edge of the head of the screw...there' s a little lip there you can snag and get it out.
I have it down to a science now and have no problem getting them out.......I can get 3 blades out in about 30 seconds in most cases.
Still not what I would call ' FUN' but no longer an off the scale pain in the butt.