yes they do
u need to remove the whole panel, remove the one rounf the heater controls first (use a flat blade driver and prise it off) and its all pretty obvious when u get into it, the bulb is located on the cig lighter and illuminates both the ashtray and the green around the edge of the cig lighter, bulb is a odd one, in a holder, i got mine at the main dealer, was a couple of quid or so...