The truck stops sell a special little tool that helps take them off. It is like a cross between a large pair of pliars and a large socket. It has rubber where the acorn will sit on it while taking them off so as to not scratch them. You will find it near the acorns. If you put a little squeeze on them prior to putting them on they will go on tighter.
That only works on the metal ones, not the plastic ones.
Jack