On my 95 when you open up the console lid there were 2 screws right at the front of the opening. You would take them out and lift up the back of the assembly and it would slide out from under the console in the front. It was a little tight but it came out. Then you have to disconnect the lighter and the ashtray light. I bet yours would be the same.
Hope this helps.

 

On the XJ8, you need to remove console to get the ashtray out. Screws that hold it in are underneath the console. Once console removed, the ashtray removal is obvious.

 

Ah, My bad!!

 

Not sure I understand when you say screws are under the console. Are you referring to the inside of the console compartment. I took my out but could only reach into it to feel how the ashtray is mounted. I have the same problem with my 02 VDP. The ashtray worked fine for some time then one day it stopped operating like the cup holder. I'm thinking may be off track instead of broken. Also does anyone have a diagram, drawing, or pic of this once console is removed?
Thanks,
Bill

 

ALLDATADIY.COM shows nice diagrams and step-by-step for ashtray removal. Subscription is cheap and well worth it, IMHO (no affiliation, etc).
Cheers!