Cut the wires off at the sensor body & use a regular 7/8"/22mm deep socket.
Good O2 sensor sockets are expensive, Cheap ones that work usually have really thick wall thickness. The only reason I have O2 sockets is to remove them while servicing other components & the sensor needs to be reused.
They don't have to be more than open wrench tight. I've always just wacked them with a hammer if I can, and just used open wrenches to get them out too, but I shouldn't brag about that too much, or the next one will not be as cooperative....