yes but the clip n go method usually refers to smd electrolytic caps I misread the post above ...

seriously if you have issues with though hole components, ... well, and I disagree with the temperature issues, if your using a proper wattage iron there is absolutely ZERO reason to soak the part in heat, you should only be heating up the joint and pulling out a cap, 1 lead at a time is just as easy (if your doing it right you can just pull on it it with your fingers) not to mention the wonderful invention of solder wick making having to pull a though hole component a null argument anyway as they will just fall out

so (back to the question) you clip the can and remove the junk to easily remove the smd cap, the resulting fumes even after I thought I had washed the board down good made me feel very ill for a few hours