Exactly- pull trigger with safety off, and keep the trigger depressed while inserting the breechplug wrench. It really helps to keep the breech area (directly above the trigger) clean. To do this, I use a shotgun patch with bore cleaner, and clean this area using the end of the ramrod.
For what it's worth, I find that the breechplug can be very hard to remove. I sometimes have to insert a screwdriver into the breechplug wrench and tap on it with a rubber mallet (gently increasing the hardness of the hits) until the breechplug begins to turn. Really, my only complaint with the Knight Bighorn!