We just had to deal with this last week, I need to change out the 9 sprocket cassette for a wider spaced 5-speed to keep this electric from snapping that thin 9-speed chain so I can use Z33 and just took the wheel up to local bike shop to get the right socket.
They failed to mention the chain whip to hold the sprocket so you could loosen the retaining nut (the sprocket freewheels the direction to loosen the nut) so we made one with some old 7 speed chain and piece of angle iron that was laying around.
It ain't pretty but it worked like a champ.
The trick of course is getting the right spline tool and the best way is to just take the wheel with you to a bike shop.
Spline tools, jeesh, all the specialty bike tools, I'd bet I have $500 into just specialty tools to do one specific job.
Speaking of which I finally bought an HD chain breaker that will handle 415, 41 and even larger chain, no more grinding to break a big chain and pretty cheap, like $18 at Harbor Freight but they had to order it in to my local HF store.
Tools of the trade, gotta have 'em and ya just have to chalk it up to the cost of doing business.
Not bad if you build MB's for a living but it really sucks for all of you DIY guys that just want to build yourself a good ride and will never use the tool again.