It's really simple to do. Here's how:
Remove the small screw that holds in the indicator using a 7mm socket (top left yellow arrow)
The indicator slides forward and may require a little wiggling
Next remove the other three arrowed screw with a torx driver.
The fourth and last screw is behind the indicator.
Removing the light unit from the car is a bit tricky. I imagine if the bumper is off it will come straight out but getting it out with the bumper fitted involved wiggling and some interesting angles.
Someone suggested sticking masking tape along the top of the bumper to avoid scratching it, which would be an excellent idea
There is a single connector at the back of the offside lamp and two at the back of the nearside one.
To get into the back of the unit you need to remove the five silver torx screws around the edges:
Once in, this indicates where the sidelight bulb holder is. It's a little tricky to get in and out!
In the Haynes tradition, refitting is the reverse of removal
Original bulb:
New Philips Bulb
It still looks yellow compared to the xenon though:
