I've never had a problem with mine, though I've only had to change the bulb out twice in the last ten years. They are awkward because there's usually a heating element around them that you don't want to damage. Bosch do make a tool you can buy from them just for taking the bulb covers off, but I find a rubber washing up glove gives plenty of grip. A small rubber strap wrench might work, but I don't think there's really enough room to get one in there.
I recently changed the bulbs on a Neff extractor fan, and it's basically impossible to do without bending the retaining clips to get them out. Then you have to bend the clips back to make them fit back into place, it's a very poor design. All while trying not to break some very, very thin glass discs that sit over the lights.
I turned the oven off at the mains, put thick rubber gloves on, loosened the bulb as far it would go, held an old teatowel over the bulb and hit it a few times with a hammer. The bulb is tough, didn't break at all but impacts from the hammer caused the other part of the glass cover to fall to the oven floor. Then there was still a few bits in the socket and when I touched them, they also fell out. I then unscrewed the bulb and gently felt around the edge of the socket and it would seem there's no bits of glass left in it.
