Unless really young, just leave them be and let nature do its thing. If tiny seedlings, just dig up carefully, keeping the rootball in tact and relocate. I feed the birds black oil sunflower seeds and they come up everywhere. I just let them be and enjoy them as they are.
Did you start them in ground? pull up ones you do not want to grow or cut them off the younger the better/easier to remove; in flat/container? cup hand around/grab handful of moist dirt from around base of each plant and pull away from other seedlings; paper towels? just gently pull them apart,if you do this in tub of water it's easier on roots put them under water and gently shake & pull them away from each other. eat the seedlings you don't use in salad or on sandwhich instead of lettuce or chop up and throw into garden soil around other seedlings/plants or compost.
I let any sunflowers that survive my squirrels grow as they will. Be sure to harvest seeds for replanting next year.