Gypsy is right on the money.
I have pulled out saddles with pliers also but I didn't want to suggest that incase you happen to damaged or break your saddle.
Last night I had to get pliers to remove a stuck bridge pin on a guitar I just picked up and someone really had pushed it in there.
Like anything, think about what you are doing and usually nothing goes wrong. Usually!
ps, I live in MT too!