Water pump pliers over thick rubber gloves or similar – try twisting a little in alternate directions to break the seal. I wasn’t an oven specialist but I helped out a couple customers who mentioned it when I was there for another appliance
Ach, sorry, I misread your post title. It looks like the lamp is secured with metal tabs cut out from the reflector, so I guess it might be feasible to cut them free with some fine nose cutters from inside the oven cacity
Open the new one up and it will give you a idea of where the tabs lock into place i never remove the oven to change these use a small pick or screwdriver to bend tabs