I would remove the arm! Pretend that you have given up and don't care any longer, go a little bit away from the cage and just look over your shoulder, and they will probably come out... Quite often, the "I don;t care what you do" approach works with skittish piggies when the direct approach doesn't work. It pays to take two steps back and give them the space they need so you can build on it next time. Take it slowly.