WARNING: This process involves getting very close to the hottest parts of the printer. Please wear the leather gloves provided, and follow all instructions.

NOTE: This will work the same way on both the UP! Mini 2 and the UP! Box+
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To begin this process, you'll need:

Leather Gloves (Included with the printer)
Nozzle Wrench (Included with the printer)
Spare Nozzle

Step 1:

Remove any filament inside the extruder, by clicking 'Withdraw' from the Maintenance tab.

Step 2:

From the software, go to the 'Maintenance' tab as shown:

Next, click on 'Withdraw'. This will heat the extruder to allow the nozzle to come off much easier. It will take a few minutes to heat up and will beep once at temperature. If you notice that it is cooling down, simply click 'Withdraw' again.

Step 3:

While the nozzle is hot, slot the wrench onto the nozzle and firmly turn clockwise as shown:

Once the nozzle is removed from the printer, allow it to cool and come out of the wrench. This may take a few minutes.

Step 4:
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You may now push the new nozzle onto the extruder and tighten it finger-tight with the glove.

Step 5:

From the software, click 'Withdraw' once more and the extruder will heat up again.

Step 6:

Once the extruder is hot, it will beep and this is the point at which you should slot the wrench over the new nozzle. Then tighten it anti-clockwise as shown. It must be firmly secured, but be careful as over-tightening can damage it. 

Troubleshooting:

If you find that after a nozzle replacement, there are burnt pieces of plastic coming out in your prints, the nozzle may need tightening as it's coming out from the top where the thread is.

If you find that after doing a few prints the hotend is covered in plastic, the nozzle may also need tightening.