aye mate, tis true, the bumper needs to be removed in order to get the headlights out.
However, its not as hard as it sounds. 4 screws in each wheel arch, a couple of bolts on the bottom of the bumper (behind the towing eye cover, and the same spot on the other side of the bumper) unclip the grill and remove another 3 or four bolts, the just slide the bumper off.
Before taking the bumper too far from the car, unclip the temperature sensor in the bottom corner.
Easy peasy. You'll have the bumper off, new lights in and bumper back on in an hour or so.