If they are led lights you cant do this, if they are minis I believe you can do it... Just try it out on one strand and see. The problem you may run into is if any moisture gets in there, it could short out the light. Can I ask why you want to remove the female plug? I know you can see it when you are sitting there looking at it, but believe me, you couldn't see them in the dark during a show even if you were looking for them...
Save yourself some work and leave them on... But I'm not saying you couldnt do it.
Brad