is a good idea as long as they aren't closed (I'm almost certain I've seen ones that are). that said, I've done this many times w/o issue. haven't even scratched the studs. it depends on how tight your stud is in there, but in most cases I've been surprised how easy they come out - as long as your pulling straight up. mind you I'm not saying to use it like you are pulling a nail out... just using the claw to grab onto the stud and lifting up.
for anyone who didn't realize you didn't mean a wood dowel, if you actually used a dowel instead of something metal, you could compress that dowel and lock the stud in tighter. that's what I actually thought you meant at first.