Yes, dental pick is the answer (HF has a nice set for a couple of bucks). Snag one of the openings with it, then just gently pull it out and the spring will be undamaged. Much harder to get them in than to get them out.
Yep, have to agree with the dental pick. I have a very old Woodson Dental Tool (close to 35 years old) that I use for a lot of things in my shop. I've not found another dental tool that works as well. I've tried the HF ones but they don't even come close. Nice thing about this dental tool is you can push or pull the spring without causing damage. I'm not sure you can get them anymore but you might check a dental supply company or even on ebay.