For the vanity lights, at one end you will see a small slot, either put your fingernail or a small screwdriver in and gently lever out. Once out on one side, just use your fingers to pull the unit out -dead easy.
Same for the boot light, but ultimately I found that the light is actually clipped into a surround piece, that itself clips in tot he underside of the parcel shelf side runner from below. I just levered the whole surround piece out with my fingers as it was easier that way (see the photo I posted earlier for the surround).
For the cornering lights in the headlights (which I've just done), rotate clockwise the large round cover about 15 degrees until it comes off. The halogen bulb is then mounted in at an angle. To remove just pull down on the bulb / connector slightly, and the bulb unclips itself from the light (no wire spring clippy things to worry about). Withdraw the bulb and disconnect the black wiring connector. Replace with the new bulb, connect the wiring connector, and then snap the bulb back into its holder (just took a couple of attempts, but when it's in properly, its sits at the correct angle into the reflector basket.
The drivers side is easier as there is more room. On the passenger side, there is equipment quite close, but its totally doable without scraping your knuckles.
