I purchased a ND 6 filter I want to put on my camera.  Its the type that's treaded and need to screw on.But for the life of me, I can not un-screw the DJI camera face off.  Anyone know a trick to help me out here?

I tried everything......then read about the zip tie. Put a zip tie on it snug, and it will come off easily.

The ring skin is razor thin and most grasp it incorrectly, applying too much presure. This thread shows the basic concept: http://forum.dji.com/thread-14931-1-1.html
Use anything to grasp it evenly around the outer edge and it comes off easily.

Another similar discussion (rubber band/zip tie, etc.) is HERE

I carefully used and exacto razor knife and went around the DJI camera lens then holding the camera firmly the lense came off.

As terrylewis said any form of rubber to help get as much grip as possible with minimal pressure is the best.
After struggling for ages. I read a few of the posts on the forum,and ended up using a rubber kitchen glove (came right off).

You did not indicate which Phantom you have. If it is a Standard, there is no removable lens cover.

1. Wrap your fore finger and thumb around the lens cap and just hold it there for a couple of minutes to warm just the lens cap.
2. unscrew the lens cap.

Jeez , all this talk about screwing it's face off! ......................