had the same issue the first time i removed my fronts even with some antiseize used. its an aquired skill. i actually us a scraper used for paint removal and jam it in and wiggle then get a screwdriver in and pry it off. works well for me now as i take them on and off whenever i change wheels.
02 Tiag e46 M3|6MT|GC plates|MCS c.o.|GC bars|GC race control arms|GC bushings & bearings|BW eng. & tran. mounts|subframe kit|BW race shifter|BW Jaffster|Euro header|BW race|K&N c.a.i.|Epic race tune|Rouge race pulleys|Seibon CF hood|CSL bumper|ST-40|SR34|SS lines|half cage|Recaro profi|Profi 2 harness|BMWpedals|Apex studs|