No need to take the heads off. You can sharpen the broadhead on a KME, both the knife and broad head sharpeners, with the head still attached to the arrow. I also use a 2-4 True Angle hone. Of course, filing works as well.
Arrows I'm going to hunt with, I only shoot once or twice to make sure they fly right. If you shoot them a lot, the points will need a lot of work, filing, stones, etc. If you shoot them only once or twice, it's just a matter of a little touch-up on the honing jig, regardless of what kind it is. For practice with broad heads, I just designate a few arrows for practice exclusively.