Those ones on the joystick should pull off. You may need to wiggle on them. On the button, not so sure. The shrink wrap gets in the way of giving you an opinion.
They should just pull off though. I don't have any of those blue buttons. I have the style that use the switch as seen on your joystick.
Give 'er hell and replace what you break!

Just make sure no one is behind your elbow when you are pulling, lest they be given the hell you were giving the button.
To be honest, I've hand some stick, just takes some effort. Or, they are soldered and you just can't see it. If you are going to do a lot of pulling, you may weaken the existing crimps and have connectivity problems later.