I've been doing these changes today!
The bulbs on my 94 mk3 were easy enough behind the clocks - twist fit bulbs green ones for the main illumination and orange ones for the warning lights etc. (I am referring to the colour of the bulb holder rather than the bulb.
The light behind the heater controls is mounted in the off white cover behind the centre / heat knob. . If you pull the fascia off you can push the clips through and pop this cover off. However, the bulb is a push fit type which I haven't got a replacement for so hopefully halfords will have one.
Once you have taken the dash bits and pieces out, changing the bulbs is easy.
hth
Rob