I don't pry the lights off from the top simply to prevent paint damage.
I push them through from the inside out.
Normally I just use an exacto knife and make little cuts to weaken the "flash" where the factory "melts" the bases of the lights.
I then use a pretty decent width flat blade screwdriver and push them out, no sweat.
And, no paint damage or chance of damage, and no damage to the bar.
Just my opinion.