The instructions that came with my MGW Glock tool say, "you will pull the new sight on, from right to left". Ive always pushed them off, left to right, and installed them as they say, pulled on, right to left.
One thing Ive always done too, is run the base of the new sight across a piece of new, fine emery paper on a hard flat surface a couple of swipes. They seem to go on a little easier/smoother when you do.