A trick I use with the small R2LC triacs as well as other similar parts, is to bend the bad part back and forth and leave the leads in the board with a bit sticking out. Then I put the board in my vice and hang a clamp on an individual wire and just touch the other side with the iron. The wire drops out easily. Repeat that will all the wires, then it's much easier to clean out the holes for the new component.
I've seen people try to desolder them with the leads in the holes, that's harder. If you're replacing IC's, I cut all the legs right at the part. Then for thru-hole IC's, I can use the same clamp technique to remove the leads individually. For surface mount IC's, having all the leads cut off the package makes it easy to just "sweep" the legs off the board with a swipe of the iron.
