Someone asked Dimarzio that very question, and Dimarzio said they were epxoxied. But many people have changed their covers and it appears its just some kind of glue , maybe hot glue. Certainly not epoxy, which then wouldnt be feasible to get them off.
Some say that Dimarzio didnt want anyone messing with their pickups.
The way to do it, apparently, is to slip a thin blade ( scalpel ? ) down the inside of the cover and gently work round the circumference separating the glue