If you received one of the earlier sets, they may have been magnetized. You can check by using a sharp knife or nail file to lift the outside edge of the pan from the well. If the pan is magnetized, it will lift out fairly easily.
Single colour refills are available if the colour is still in stock. Contact me with the colour(s) you need using the Send In Your Order link at the bottom of every page at this Store.
If your palette has glued pans, they can still be removed with a little more effort, and the new pan re-glued. Use a thin glue to prevent the pan being lifted up out of the well, which may prevent the lid from closing properly.