Basically the dash comes apart... The front fascia comes off and then you can get at the bulbs underneath. The ones in the air direction selector/fan speed ones are mounted in the middle of the switch I think. I did this some time ago and it all went well. I think it just clips apart, ie no screws - so be careful not to break plastic bits when taking it out. I think I started at the ashtray and worked up...
not much use I know but at least you know it can be done!
Fran