Nicolas,
For me it depends on the piece in question. When dealing with the really small stuff, the object is to not have a stub to trim. If I can gain access to the desired part without damaging anything, a pair of opthomology scissors does a great job. They also are useful for trimming pieces you can actually hold that have stubs that need trimming. Another approach is to hold the fret down on a hard surface such as a piece of ceramic tile, then use a new blade to cut the stub next to the part. Result? No stub. Be sure to cover at least part of the desired piece with your thumb or finger so it doesn't fly off into never never land when you cut it free. Another possibility is to put the fret down onto a piece of low tack tape, sticky side up, then cut close to the part so that there's no stub. Keep in mind that another factor is that all photoetch isn't the same thickness or the same material, so you will have to adjust your approach accordingly.
Hope some of this helps.
Richard