I've had moderate success with rubbing a toothbrush at the edge of their foot which irritates it causing it to curl up such that you can peel them off. However, when you have 20 to 30 to do at a time, this is tedious. I've gotten to the point where I treat them like weeds. I just cut them off at the base, scoop up the cutting with a fish net, and throw it away. It doesn't kill the mushroom and it will eventually grow back but it keeps them off of my corals with a lot less effort.