I had a similar issue when changing my ZF25 fluid for the first time. Frankly I had no idea how it fit together so I just kept turning the Allen bolt. Eventually the whole assembly comes up if you apply a bit of diagonal lateral force.

Then, I put the whole thing in a bench vise and turned the Allen bolt - came right out.
--
Scott 
2007 A54 #69
SV Tengah
http://www.svtengah.com