This was a major issue when I first bought my ETX-125PE almost a year ago. The thing I worried about most was twisting the retaining ring that keeps the corrector plate in place, as I didn't want that to get knocked out of alignment.

I actually got my hands on a couple of those rubberized jar opener pads. I used one to hold the retaining ring in place, and the other to twist the (very heavy) metal dust cap off. That seemed to help a lot. Once you get it off the first time, try to resist the temptation to torque it back down all the way when you put it back on. I slowly twist it until it start to "feel" tight, then juuuust back it off a smidge. This way it's still secure but you don't have to wrestle with it next time.

Someone a year ago suggested some other container lid that happens to share the same diameter as the 125's objective, but I couldn't find it when I went looking for it. Not sure if it was a Cool-Whip lid or something off one of those big coffee cans. If anyone knows of a good "replacement" dust cap, feel free to comment.