Nearly impossible (I said nearly!!!)
I managed to convert mine to red, it took the destruction of 3 full switches and more time and patience than I care to remember. One of the biggest problems you are going to have, trying to convert to blue, is the fact that the casing symbols have a green filter painted on the back of them, the bulbs are not green in the headlight switch like they are in all the other switches. Shine a white light through them, they are green, shine a red light through them, they go red. But shine a blue light through them, they stay green because of the colour spectrum

I have heard of people removing the green film with some thinners/nail varnish remover but I had a go and it didn't work