I replaced all 4 mpu headers on a Bally mpu recently using slochar's suggestion (removing the plastic housings, then removing one pin at a time)...i used pliers instead of my fingers, but it worked like a charm. I only busted out my Hakko 808 to clean the solder left in the pads. I would also recommend trying a higher temp setting for your iron. As another poster pointed out, it looks like the pins may have been lifted out before they were hot enough which pulled the plating up with the pins.
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