Nelson - check out this video - he removes a lens cover at about the 2:00 minute mark - it isn't a CX-5 but the concept is the same. if the kit that you have has came with a tool use that to pry the cover off. The gentleman uses a guitar pick rather than the tool that might have come with your kit.
https://www.youtube.com/watch?v=6SQSdL1c7qM
Visualize the covers as hitting a switch beneath them in your CX-5. Also visualize the lens cover as being clipped onto 2 small posts that jut from the sides beneath each cover.
I was hesitant to try this as well, but the lens covers were more durable than I thought they would be. You'll like the look when you get it done.