Well, I answered my own question. I took some pictures and will post here in case someone else wants to remove the valances from a 2002 Adventurer 35U or similar.
First, start by removing the blinds. In our case, the blinds were yellow with nicotine so out they went!
Remove the string retainers at the bottom of the blinds (see picture).
Then lower the blinds and remove the 2 screws holding the blind to the top valance at each end (see picture). These screws are very hard to see as they are somewhat embedded in the material. They can only be seen from one side of the blind or the other (RV of the blind or the window side of the blind) so check both sides.
Then press on the clip (usually in the middle of the blind at the top) to release the blind.
Once the blind is down, remove the 3 or 4 screws from the top valance. they are very difficult to spot because they have embedded themselves in the material of the valance. They attach the valance to the cabinet above (see pictures). The top valance can now be removed.
The two side valances have a screw in the top and in the bottom holding the side valance to the wall of the RV. Remove these 4 screws and the 2 side valances can now be removed.
It is remarkable how much brighter the MH is with the valances removed!
We were going to have them re-upholstered but we are rethinking that now!
Good luck!