I've been told a screwdriver will work, but the gun should have come with the black plastic tool. Personally, I would NOT use a screwdriver, but I've been told it will work. Call Sig and see if they will sell you the tool by itself or if they have a preferred retailer for just the tool.
Spring tension is what keeps the E2 grips in place. They are 1 piece and are narrow enough that they just clamp into the indentations in the frame & magwell. There is nothing holding the grip in place but tension. The tool simply expands the grips out enough that you can pry them off with fingers,(a PITA), or yet another screwdriver ,(gently placed). I'm sure somebody sells the tool seperately, but I dont know who, sorry.
If you do find a vendor who sells just the tool, could you post the link here? I'd appreciate it.