Yes, you are correct. Pry it outwards, trying to remove the metal jacket and boot at the same time.
The best way to do that is to wrap the wire around your hand, and try to grab ahold of the very beginning of it at the plug, move it side-to-side and up-and-down and try to go in a circular motion while trying to pull it out.
Take a rag, wet the rag, and wipe the throttle body out. The only problem with spraying it in there is that it will sometimes cause your SES to come on.