What you'll need:
Now I don't own a hair straighter either... so I found the next best thing, a mini screwdriver. I didn't want to ruin the ones from our tool kit, so I found one we bought from the dollar store.
I found a random fridge magnet to use for the back.
It's pretty self explanatory from here:
Take the miniscrew driver and gently press it between the casing and the eyeshadow pan - and lift up. (ref. left photo)
Cut a mini piece of the magnet and place it on the glue from back of the eyeshadow pan (ref. right photo). Label this pan for the time being so you don't forget which shadow this is; this is helpful when you depot many in one day.
If you don't have a palette yet you can simply place this back into their casings. They won't fall out, I've tried ;)
Check out what happened when I depotted this eye shadow. To my surprise I found some eyeshadow under the pan!!!
You can also view the video for this here: http://www.youtube.com/watch?v=_NFh8LcGu0s