Yes, you can!
The trick is to soften the plastic of the grinder.
On the inside of the plastic grinder part, where it connects to the glass, there are small protrusions preventing the lid from coming off the bottle (see image). This is also why you feel that there is some wriggle room.

Click for larger version.
- Once the mill is (almost) empty, hold it under hot water (or leave it in hot water for a few minutes), focusing on the area where the top connects to the bottle.
- When it's sufficiently warmed up, wrap it in a towel, hold the top and the bottom with either hand, and force, or bend, the two parts in different directions. I find this works best if you also slightly try to pull them apart.
The reasons for wrapping it in a towel are to 1. dry the mill, and 2. allow for more controlled force, as the hard edges don't chafe your skin.
You can also use a hairdryer or heat gun, but obviously you have to be very careful that the plastic doesn't melt.
I am assuming the mechanism is similar for all supermarket-bought pre-filled single-use grinders.