Odd one that, Never had a problem getting them off. I would
1) spray where the sprocket spindle thing goes through the plastic with WD40 every day for a week
2) Balance the sprocket cover , sprocket down on your knees
3) Tap the spindle sharply with a rubber mallet
4) knock the spindle with a copper mallet
5) belt the spindle with a 2lb club hammer
6) Pick up the bits of plastic, and order a new one
http://www.ost2rad.com/MZ-Spare-Parts/Driving-mechanism-Brakes/Chain-cover-MZ-ES175-2--ES250-2--ETS250.html( hopefully stages 4-6 will not be necessary!)
Oh and congratulations on your new bike. They are quite wonderful. Oh and store this piece of information away for future reference.
All 4 speed gearboxes are vague slow and with strangely spaced ratios. You just have to get used to them!
ES250 Doppelport, ES250, ES250/1, ES250/2,ETS 250, ES150, ETS150, BK350, IWL Pitty, SR56 Wiesel, SR59 Berlin, Troll............ and thats just the German two strokes!
http://thecomeconcollection.blogspot.com/