I ordered the replacement parts for this set so I could put them in the cabinet from Hobby Lobby (for my daughter's birthday). Very cute pieces, but I agree it would have been nice to be able to remove the pieces. I may try to make my daughter a few doughnuts out of clay so that she can put them on plates for the dolls.
ETA ~ I was able to get them all off. I boiled some water and then dipped the pan in for 30-40 seconds. I used an old pizza cutter to score around the edges and then I pulled off with a pair of pliers (they get pretty soft). You might want to cover the edges of the pliers so they don't damage anything. I didn't do this and I have a few marks, but they aren't too bad. Now the doughnuts pop on and off the pan.