i use my dremel to remove about everything from anywhere.. well, if i need it alive after extraction anyway.. hehe
seriously, a dremel is a great tool. if its closed-can, no prob. for open can, watch out for dust on the chip. if the cuttingwheel turns into the right direction, the dust should stay away from the inner parts of the diode.
oh, be careful with heat. i have to stop after a second and let the thing cool, but you'll find that out if you hold it with bare fingers. recommended, if you can hold it, it wont be too hot for the chip neither.
after some diodes, i remove my diodes from their cast metal housing without any mark.. cutting into both sides, then cracking it open with two pliers. sure, depends on the casing/heatsink.
manuel