Easy to remember - the right pedal has the 'right' type of thread and the left pedal has the 'wrong' type of thread.Oh and do make double sure you're turning them the right way!
I don't find it easy, as all I can remember is that bottom brackets and pedals have a different side that is a left hand thread. Every time I have to undo one of these items, I have to refer to the notes that I made on the back page of Richard Ballantine's bicycle book. This of course assumes that I can actually remember where I put the book.Easy to remember - the right pedal has the 'right' type of thread and the left pedal has the 'wrong' type of thread.
Ok, I've just made up an extension to my reminder - the pedals on the right side have the right type of thread, the pedals on the left side have the wrong type of thread, and ((in brackets!) - bottom bracket threads are the opposite to pedal threads (unless they are Italian style!))I don't find it easy, as all I can remember is that bottom brackets and pedals have a different side that is a left hand thread.
Returning to the original question - all the Shimano pedals I can spot, appear to have flats on the spindle for accommodating spanner jaws. Wouldn't a good quality (probably 15mm) spanner give you a good purchase on your pedals?
I am incredibly surprised that nobody has suggested swearing profusely at them and then offering the skin from your knuckles via a chain ring as a trade for being able to remove them.
Just a tip, and don't ask how I know this, but always put the chain on the big ring at the front. Avoids that moment when you slip and almost severe a finger. Only a pillock would do that. The chain in place does protect things a bit