Yes they are a pain, and yes there is a "knack" to getting them on properly.
From what I can remember, the way I found worked best was to start off with the internal sliding tab down at the bottom end, and then using a screwdriver release it, and push it up until its *just* released from the catch at the bottom, then put it in position and give it a good shove.
How much you slide the tab up (and a bit of random luck) determines how far down the button is when the tab "locks". Sometimes it took me more than one attempt. If the button is badly worn and the locking tab is loose you'll have a lot of trouble fitting it, and it might pay to replace it.
To get them off again without damaging them I'd get a fairly large screwdriver, hold it upside down with the blade positioned in the curved section of the button, angling slightly towards the door, and give the handle of the screwdriver a good thump with the palm of my hand. Usually this would make the catch release without damaging it. (Trying to lever it out is a no-no)
Good luck, and if you can, get a couple of spare buttons, because by the time you've practiced and got "the knack" you'll probably find the catch on the button has worn out...
Regards,
Simon