More difficult with a flex hose I agree but you need to move the locked on grease head sideways until it reaches the limit of movement determined by shape of grease nipple. Further pressure sideways will allow leverage and it will/should suddenly drop off. Much easier when grease head attached to solid pipe. Trying to pull off straight will generally not work!
A good tip Richard. I did a bit of searching and found this. I just might try it in the morning.