After some scroat nicked my metal dust caps I replaced with a set from fleabay- just some small turned 'alloy' ones. I went today after 2-3 weeks being on and they are stuck firmly. Tried with hands and also gripping with a cloth but no luck.
Had similar, but with the original metal valves and covers. Liberal dosage of WD40, and a covering of grease left overnight worked. Don't force, or you'll snap the valves, and remember to grease then when you refit though!
If the WD40 and gentle persuasion doesn't work, you will need to do a trip to your friendly tyre-man and get new valves fitted - cost around £20 for a set of 4 fitted. Don' force them, as they will snap, then you're left having to take the whole wheel in...
BTW - this is caused by corrosion from road salt, so regular greasing of the valve caps/stems should prevent it in future.
I had this problem on my 350Z after someone thought they needed my OEM aluminium valve caps and I replaced with some metal ones from ebay trouble was it had Tyre pressure sensors so when the valve stems snapped getting new tyres fitted two of these had to be replaced and reprogrammed.
Simple enough except my 350Z was a US spec import and they don't fit these parts to any UK models :-(
It took ages to get new TPMS valves and longer still to track down someone with the right tool to reprogram them which only became possible when the Nissan GT-R was launched as that has them too - nightmare!
So, a lesson learnt for me - always use plastic valve caps!!
You could always try heating the cap up with a bic lighter to expand the metal.(in this weather the metal will of contracted a fair bit) Becareful not to heat it too much though as this could effect the rubber in the valve...also be careful of getting a bit of debris in the grease if you decide to use grease as this could cause them to stick also.
I've had the simple metal ones on previous cars, also the ones that are locking and need a little Allen key to lock/unlock them. The former either get stuck or get nicked by scrotes for their bikes, and the latter are impossible to get off if you lose the Allen key or everything gets corroded. TBH I've given up - plastic all the way
Fleabay ones are OK but during manufacture are cleaned in something like trichloroethylene (think I got that nearly right) which leaves the thread sparkling clean but ripe for corrosion between two dissimilar metals - the cap and the valve, add road salt and as already mentioned the corrosion starts. Other issue with some of the cheap Fleabay ones is a lack of rubber seal at the base of the thread which forms part of the overall seal.