you can try to sandwich a flat blade screwdriver in there to "catch" the metal clip or you can try exerting some force the the actual milk jug in the opposite direction that you are trying to remove it in order to create some additional resistance on the clip so it doesn't spin freely. I have used both methods successfully. FWIW - my end caps (milk jugs) have been removed front & rear and I installed finishing caps that provide a nice finished appearance.
Do keep in mind that once everything is apart and painted, when you reassemble, there is play in the end caps and it is highly likely that you may damage your new paint job. It may be easier to remove the whole bumper & simply paint them in place. Good luck!