Yes, they do tend to stick.
The outer glass cover unscrews a quarter turn anti-clockwise like removing an ordinary light bulb fixing. You need a firm grip but dont use pliers. Try cleaning the grease off and dry it-then put on some dry rubber gloves. When you've got it off the bulb unscrews anti-clockwise.
Refit the glass cover using only a gentle pressure.
Geoff in Wales, January 2013
