Just spent ages Googling to try to find a solution to a little problem I had - my graduated ND filter was stuck to a B+W 6-stop ND filter. As the graduated one has a ring that twists it makes it very difficult to unstick them - and obviously I had screwed it on too tight. It's happened to me a couple of times now.
What's the solution? Well, I read that you need to avoid having pressure points and should spread the pressure over the whole of the ring. Rubber bands were suggested - didn't work. Holding the filters with a tea-towel and trying to get my grip spread - didn't work. Filter wrench? Might work but don't have one to hand right now. Trying with all your might? Didnt' work. Finally I saw a suggestion to use rubber gloves - magic! Worked like a dream, in an instant!
So - filters stuck together or stuck on lens - use rubber gloves! I may have to add them as part of my camera kit when I go on my next trip!