Just changed the zincs on the Cats last weekend. Three of the zincs broke at the neck of the annode. My buddy used a drill to get them out. He was able to drill into the zinc, and then pull it out on the end of the drill bit. I was surprised that the drill bit did not slip out of the zinc as he pulled it through the hole. On the one zinc that was especially stubborn, we drilled a hole into the zinc, and then screwed a long screw into the zinc and pulled on the screw to get it out.
I change my zincs once a year. Usually there is at least 50% and usually more of the zinc left. I find that changing them in the spring, before starting up the engines, is the time that the zincs are the hardest (because they have dried all winter), and are less likely to fall apart when taking them out.
As for the Westerbeke, again, I change the zinc once a year, and have not noticed excessive wear with that interval.
I get my zincs from boatzincs.com.