Yes, they work. Be sure to buy the correct size set. They’re made in at least two different size ranges.
The wrenches keep the filter rings circular as the loosening force is applied. When you attempt to separate stuck filters without the wrenches, the outer filter ring temporarily springs into an oval shape due to the diametrically-opposite gripping force of thumb and finger. That makes the outer ring “pinch” the inner ring, locking them together and making it much harder to separate.
I think it’s a good idea to use a toothpick or straightened paperclip to apply a tiny amount of petrolatum (Vaseline, for example) onto the male threads just before assembling to make the sticking together of filters less likely.