Definitely do not tear the membrane. They don't need air yet, they are still breathing through their vein system. When they are ready they will pip it themselves. Doing it now would risk causing them to bleed out. Just keep putting on that neosporin.
There may still be hope. They're close to hatching, so the key is going to be to keep the humidity up and keep their membranes moist. I'd cover the membranes with neosporin without pain relief. This will keep them moist and will have the added benefit of keeping bacteria out. You may have to...