Hannibal is right,squeeze them together at the ends and they should come easily enough.
Depending on the age of them,the heat may be playing in a part and slightly knocking things out of shape,or the lamps may not have been put in straight before,they can get jammed if they go in at an angle and are a nightmare to get out again.
And I doubt I need to say this,but you're not doing them when you just switched them off? The heat of them certainly won't help you.