Greasing them is a good idea, I've come across a few really stuck pairs.

But something you may want to try before destroying the shifters is to drill a tiny hole in the end of the handle bar above the expander just big enough to fit the tube from the can of PB Blaster or Liquid Wrench. If you get lucky the hole will line up with a slot in the expander and you can really fill it with the penetrating fluid, but even if not it should allow enough in to usually work. Let it soak at least over night, and maybe use some heat if really stubborn. It's worked for me on some that were really bonded in.

But if it's a common shifter like a Suntour and you just want to get on with it, then I see nothing wrong with using the big drill.