They're just soldered on there like any other Surface Mount component, the thing that makes them difficult to remove is you have to heat up the tab of the FET as well as the larger plane it's attached to, it acts as a heatsink in a way and so it just takes more heat to remove it. You don't necessarily want to take the heat gun to it, you'll end up with a lot more parts loose or missing before you get the FET loose.
One thing to try is flow a little bit of new solder onto the tab there so the heat will transfer better from the iron to the tab and board, that is if you have a decent soldering iron, solder flux is preferred if you have it, but a little fresh solder will work as well. If you have a so-so one then you'll either need 2 of them, or some other means to get more heat onto the board. Use a hair dryer to warm up the board (top and bottom) at the FETs location as well as the soldering iron to get it to a temperature where you can remove it.
Whatever you do, NEVER try to twist or pull the thing off there, even if you have it as hot as you can get it, you'll end up with a lot bigger mess and possibly some damage you can't repair. When it's reached the temp it needs to be for the solder to flow under the part it'll just slide right off there.