Yes, they can be more difficult than you would think. If you don't have a powered vacuum desoldering station, I wouldn't recommend trying it yourself. It's very easy to pull out one of the plated through holes if you don't have the proper tools for the job.
As Doug stated, Paul does these, and, in my opinion, for a very reasonable price. Far more reasonable than the guy you mentioned, and, without his gigantic ego, either.
If you buy the sockets from the link you posted, make sure that what you are purchasing will set the SIMMs at the correct angle needed by the warpengine (90 degrees, I think, instead of the 45 degree ones used by, say, the Cyberstorm MK2). Also, if you have Paul do it, I believe he uses sockets with METAL clips, so no worries of breakage. Those are harder to come by, and, they cost a bit more...but, hey, this is the Amiga we are talking about, everything is expensive.