There is provided an extrusion auger having auger segments that are removable from an auger shaft and that include a recess to facilitate removal of the auger segments. A pulling tool is also provided to engage the recess of the auger segment and to facilitate the removal of auger segment from the auger shaft in an axially forward direction. The auger segment includes an access way to provide access to the recess and the recess includes an engaging surface. The pulling tool includes a flanged end that can pass through the access way of the auger segment and contact the engaging surface of the auger segment. The recess of the auger segment may be located in a bore of the auger hub such that the pulling tool can be advanced along a keyway in the auger shaft, rotated to pass the flanged end of the pulling tool through the access way, and pulled axially forward to contact the engaging surface.