With the plastic ones, I place a 6" taping knife against the wall and with a quick stroke, cut the head off and then push the remainder into the wall and spackle.
Mollies are another story. These are the ones that spread out behind the drywall with metal "Feet". Some of these have breakaway heads, and those that do, they sometimes actually work. It requires placing the business end of a pair of needle nose pliers into the hole and prying from side to side until the head breaks off.