Start from the top. Pull out enough so you can catch the lip around the fog light lens. Just keep pulling working from top down. The plastic is actually pretty flexible and durable. I've pulled mine out half a dozen times without and issues.
Current - 2013 N55 535xi Msport SAT
Retired - 2009 N54 335i Msport 6MT
Retired - 2000 M52TU 323i ASA Supercharged 5MT
More photos of my car here