I had a similar experience, the screw felt very loose. I didn't want to drop it in the door and tried pliers as well, turns out even though you could wiggle the crap out of it, it wasn't all the way out. When its all the way out it sticks out of the door just a bit to avoid loosing it.
IMO a T Handled Hex Key works best for doing this mod...
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2009 E92 M3 /// Melbourne Red /// Fox Red /// M DKG
Full Innotech Exhaust - DINAN Intake - IND Engine Bay Appearance - IND Hand Stitched Boot Covers - and much more....
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