Yeah, if it's epoxy or soldered, you're out of luck. I've had some pretty tough thermal compound before. Try at least running it to let it heat up, then shut it off, and give it a twist n pull.
Most intel stock thermal compound (used to be anyways) practically plastic, once it cools down, it's SOLID, even when fairly warm/hot, you couldn't pull it off, you'd have to twist the heatsink.