Tips often remove more easily when hot. Try blasting a lot of steam through the tip to heat it. Obviously, use something insulated to grasp the tip to remove it.
Once it's off, clean and lube the threads with some food safe high temp lube.
If you've graduated from a less capable steamer, a bit of practise will usually let you make nice microfoam. The Val is a pretty capable steamer by all accounts,
http://www.home-barista.com/valentina-b...mance.html