A good squeeze, but after steaming etc so they should just pop out. Allegedly.
I personally don't love facials much (not that I've had one for ages) but if you find someone good they can be really nice. Must say that I had a truly wonderful one once, felt all drugged and floaty, and then she appeared 2 inches from my face and started to sell me stuff. Would always go for a massage since, as they seem less likely to get at you after those.