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Here's how I do it. Pad vise, put bolt in padded vise. Take a small flat bladed screwdriver and push the ejector plunger back down into the bolt. Grab the extractor with a pair of regular pliers and push it back slightly towards the plunger, and then roll the front towards the firing pin hole and the back part should come out of the hole. You may have to wiggle it a little. Some of them you do not even need the pliers, your fingers will do. The key is compressing that plunger. Then take out the spring and plunger too, clean everything good, oil them and put back in reverse order.
NOTE: Make sure the new extractor matches the countour on the outside curve of the bolt when it is in spring loaded position. If you have a square edge sticking out, you will likely get a groove cut into your receiver by it.

Yep, except you don't have to remove the bolt from the gun to do this.

Yes, but with the bolt out of the gun if I slip all I gouge is my 40 year old cast iron vise.