It will be hard to get single parts elements from a WRL file and I dont know any software that will easily list it for you.
Why not just get pin headers files isolated from other sources and place it manually?
KiCad allows multiple 3d models to be attached to one footprint, which is how I did that. If you edit the shield footprint, you can simply remove the wrl file for the Arduino model, which was called something like ArduinoMega_k.wrl.