Answer #1: When assigning HMS+ to a key, press [shift] [+] to get the "+" character. Similar for "-".
Answer #2: To delete a user key assignment, press [shift] [ASN] [ALPHA] [ALPHA] then the assigned key. An alternate method uses the Key Catalog (CAT 6) on the 41CX. Press [shift] [CATALOG]  and then press [R/S] right away before the catalog finishes scrolling through all your assignments. With the catalog paused, press [SST] or [shift] [BST] until the assignment that you wish to delete is displayed. Then press [shift] [square root] and that one assignment will be deleted from that key. They chose the square root key because it has the alpha letter "C" on it, so think of it as pressing [shift] [C] for "Clear this assignment".
In case it isn't obvious, you can also disable *all* your key assignments (then later re-enable them again) by pressing the [USER] key, which toggles USER mode.
Hope this helps! Disclaimer: I don't work for HP. I'm just another happy HP calculator user.