Can these type of hollow wall anchors be removed?
Yes and no. It can be removed but not without doing some damage to your drywall.
The trick is to get the nut at the rear to go back again. To do that you need to get under the front flange and be able to hold it and the screw-head together while you screw it back.
Once it's free enough to get some sort of substantial plate behind the flange you can remove the screw almost as far as it comes and hammer it back in. It should them pull out with a little bit of persuasion.
However, since you will ultimately end up having to repair the wall anyway, it's simpler just to push it through. Use your screwdriver as a centre-punch and hammer the screwdriver till the anchor falls inside the wall. If it is really stubborn, do not be tempted to just hit it harder. Cut or drill some small holes around it.
It is not designed as a removable temporary fixing.
The anti-rotation barbs, large flange and collapsible legs make it difficult to remove. Removal is possible but will cause additional damage to the wall, enlarging the hole. This will need to be repaired.
Other types of fixing, such as toggle-bolts and self-drive fixings can be easier to remove. They will have differing load-carrying characteristics though.