The best thing to use to remove the sidecaps of a yo-yo is a suction cup. You can get it in any well-stocked hardware store. Of course this only works, if the sidecaps are only clamped into the yo-yo half. For e.g. with the most YoYoJam yo-yos or the Duncan Freehand 2. It does not work for sidecaps, which are glued into the half, like for Yomega Raider oder Brain. Put the suction cup just on the sidecap, press a little and then pull. Now the sidecap should pop out of the yo-yo.