Leave them be.
They will either pop open by themselves, or die.
If you try to help (well, when I used to try to help) the overall success of the operation tends to be less than just letting them be, as it's all too easy to kill the plant while trying to "help" it.
Small update edit: I've had some success with (repeatedly - fussing with the plants several times a day) putting water drops on the "stuck" seed appearing to help the process along (without the failures typically induced when I physically attempt to remove it.)