How does one remove a old French (Maillard) sprocket set from its freewheel?
You are correct, the smallest sprocket is threaded to the freewheel on the old Maillard freewheels.
Using two chain whips, one on the smallest sprocket, one on the next one up or a few farther. Unscrew the smallest sprocket, it is a standard thread.
The second one will also be threaded so repeat the above steps.
Here is a diagram for the Maillard 700 Course, Compact and Sprint

www.cyclollector.com