I did a practice run with an old w3630 from my 2010 MP (worth about $5 on Ebay). I have to say that it came off quite easily. In the video it appears that you had to use a heck of a lot of pressure but in my case it took hardly any and it popped right off.
What do you do about the solder remaining on the CPU? Nobody seems to talk about this. I happened to have a razor window scraper that was perfect for the job and left a very smooth surface, but I wonder what others have tried.
Yeah, it was a lot of force. Some CPU's use a thermal adhesive to hold the heat shield in place, so that comes off a lot easier than the X5690's which use solder. Don't be surprised when you feel like you're applying too much force. Just keep on going, take your time and you'll be safe.
As for removing the solder on the diode: I used this video for reference:
Hope this helps!