I use the pliers. They give you more leverage if the caps are tight. I use a pair of aluminum not too expensive fishing pliers. They don't rust. ( for the most part)
It sounds like this is a new boat? Why doesn't your dealer give you one?
Depends somewhat on what style you have, though. Some use an external cap where you can grip the outer edge using your just your hand... although it would still have the two holes in it.
For the flush caps... Like mentioned, pliers work - and keys are VERY easy to find (to buy) just about anywhere.