Hi, I had the same problem last weekend when changing mine. I finished up using a pair of large pliers with a brass hinge clasped across the length of the plastic grip to support it...it worked Ok for me. You will have to replace the filter housing although you could leave out the filter media. Yes, they are very tight if it hasn't been opened for a while.........We also use fresh water for boiling the kettle and only the caravan tap water for washing......
If you put a smear of vasiline around the thread it should stop them sticking so much the next time you have to take it off, and vasiline would be ok with drinking water as well
Vaseline is Petroleum jelly and rubber 'O' rings absorb it, this causes the rubber to swell and that's often why the filter is near impossible to remove.
Cooking oil was recommended by Carver, Thetford however say it damages their rubber seals and to save confusion have said don't use any type of cooking oil. However Olive oil is still ok.
Having said all that I always recommend Silicone grease which is the best stuff you can use, fully waterproof tasteless and perfectly safe for hot or cold water systems.
To remove a jammed filter, try using pliers the wrong way round and a little heat will do no harm
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