(Exert taken from ‘How to fix an O-ring’ post)
Most hobby stores and hardware stores sell varieties of Phillips head screwdriver types. You will want a small philips head. Maybe even bring a figure with you to the store and use it to find one that is a perfect fit. Too big and it wont be able to get to the screw, too small and you have a bigger chance of stripping the screw. Just like the porridge in Goldilocks, you want one thats “just right.”
Sometimes you encounter a rusted or stripped screw. If the screw is simply rusted, I have heard that applying Coca-Cola to the screw and leaving it for a few days actually helps this. I have never tried that. Also, a quick shot of WD-40 sometimes works. If the screw is too rusted or stripped, you have to remove the head of it with a dremel drill. If you don’t have one, chances are someone you know does. Also, almost every hardware store sells them (They are a great tool to just have for any project!)
Find a drill tip again that is small enough to fit in the hole in the back. Use the drill and literally drill the top of the screw off. I can’t tell you that this wont damage the figure, but if you do it carefully, it should leave little to no damage.
Once the head is drilled off, you should be able to pull the figure apart.