I've found a simple technique for separating filters that are stuck together, or remove them from a lens, which works a lot better than the round grip things that are sold for the job. You need some extra filters of the size you're trying to separate, and some strong tape - I found that carpet tape works very well, and peels off easily once you're done. The basis for this is that it's very hard to grip a single filter tightly enough to shift it, but if you can extend the part you can grip it becomes a lot easier.
Screw a couple of filters into the front of the filter you want to remove, but DON'T tighten them fully. Do the same at the back if you're trying to separate loose filters - that isn't possible if you're removing filters from a lens, of course.
Get a strip of strong tape which is at least as long as the circumference of the filters, and wrap it round the filter mounts, so that the tape is sticking strongly to all of the mounts but NOT the filter glass, making sure NOT to overlap the parts you're trying to separate. Repeat at the back if you're separating filters that aren't attached to a lens. Once you've done this you should be able to grip the stack of filters and turn it with enough force to overcome the friction that's causing the problem.
I managed to take apart a stack of twenty or so 49mm filters that way, all stuck together in twos and threes, having wasted way too much time trying to separate them with the plastic filter grippy things. Hope that this is useful to someone.