Are you on about the screws/bolts (they're actually 10mm socket head self tapping type screws I believe as pictured below) that hold the undertray on?
Few of mine were like that when I removed my undertray a few times for doing work on my Zed. If I remember correctly it's because they use these horrible "spire nuts/speed fasteners" as below...
I actually found a few of them had ripped lumps out of my bumper after I had tried unscrewing it as it just span around & tore the softer bumper material. It happened because the screw/bolt had rusted to the spire nut.
Try using plenty of WD40 on all the screw/bolt heads, leave to penetrate and then try again. If you can pull down slightly on the undertray as you try to undo the screws/bolts in order to help give it some resistance to try and pull its way out of the spire nut without it spinning.
If they're already spinning around though as you say you may find the mounting points are already damaged. It could be that there aren't even any spire nuts at all & they're just screwed into the plastic of the bumper so again may need you to pull on the undertray slightly to encourage the screw/bolt to thread outwards as you undo it.
Hope that makes sense & do let us know how you get on.