Having manually installed a complete set of studs in a pair of tires, I can say that it's a tedious process. I would much prefer to have two sets of tires, one with studs, and one without. The time savings would be well worth the cost of extra tires.

To answer your question, studs for bicycle tires do not screw in: they have a flange that fits into sort of a t-shaped socket. The tool used to insert them should also be able to remove them, but it requires some effort to overcome the forces of the rubber that hold the studs in place in the pockets.