Yes, on at least my 2005, the yellow air bag connector pulls straight off. Used a pair of regular pliers, held the connector in its middle, applied light force straight up and wiggled slightly, and connector pulled of the two wire-like lugs.

Steering wheel's nut takes a 10 mm male hex, and is extremely tight! I can't get it with my hand-drive 3/8 inch, with a 3/8 breaker bar. Will try 1/2 breaker, with an adapter to 3/8, but I think the hex socket will fail. Any others have success? With what, and is the nut normal left-loosen?