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Mine was hard to open too. I just pulled it out enough to pry/pop open the first latch and the other followed. There are 3 in there. One on the center left of the handle and then two on the right, upper and lower.
Mine was also difficult to remove. I asked the local Chevy dealer service manager how to remove the fuse cover, and he replied "Very Carefully"...I asked him to demonstrate that, but he politely declined. A parts store clerk then helped me remove it, and had me apply a thin smear of grease to the three tabs, so it removes easily. I also wanted to replace a missing fuse plier/grabber; GM wanted $8 so i bought the same thing at the parts store for $1.