Thanks. I think the issue was more of getting a proper grip to pull them apart. I just found out it's so much easier to apply force if you put your thumb underneath (between the legs) and use your other fingers to pull. If it's still too tight, loosen the screw a little bit. Now it's much better on mine.
I pre-ordered with that certain online shop too, as a back-upI paid around the same pre-order price for this one I have in hand from a Japanese online retailer. Ended up paying about $35 for DHL shipping after using all my store points. So for the extra $35 I get it in 3 days instead of half a year, pretty good deal if you ask me.
Okay, the paint chipping. After handling Megs for 2 days now, I can say the paint is indeed relatively easy to chip off; I think it's partly because of the speckled silver paint used(which looks fantastic in person btw). But if you're careful when transforming him, the only hard to avoid spots are the panel edges or structural support where parts fit together, and they are mostly not visible in either mode. What I suggest is take your time when transforming for the first couple of times, and do it on a large flat surface so you can prop the figure and use both of your hands to handle the moving parts.
As for transformation, again, take your time the first time around. Also check out wotafa's video review with a very clear step-by-step transformation tutorial.