You can't remove their wings unless you want to greatly devalue them. Which I don't suggest doing :\ They are not like Flutters, where the wings are meant to be taken out. Their purpose is too look pretty. Haha. And they do a good job!
The ones I have seen without wings have either been cut out, or the plastic part was pried out then glued back in. They are kinda cute without the wings, but if they are at all in good shape, they are worth more intact.
Their cute little butterfly wings are just meant to give them flight, and make them look like oddly shaped flying insects. I didn't like them much in the beginning, but they are starting to grow on me. I have baity ones, too, so I have some without wings, tails or with major marks. They are still cute, so I hold onto them. I'm sure there are plenty of bait ones out there if you are wanting to get some for customs or just to display without wings.