I just purchased a wind deflector for my 2011 Z4 today and followed soberuk's instructions on how to take off the silver cover by hand, and it worked perfectly! It wasn't coming off at first because I was being a bit too wimpy in my efforts, but after I gave them a firmer tug, I felt them disengaging and they came off easily after that. Cool! No damage whatsoever and no tools required.
I actually did not even have newer silver covers with holes pre-drilled, so I ended up drilling into my existing silver roll bar covers. It took a while to align them at a suitable height, but after drilling the four holes, everything worked perfectly. Nice!