Having just tackled the job, by following the instructions of Rob111gb (Tue May 22, 2018 9:15 am), I'd like to suggest a better approach (though not one I've actually tested).
I suspect the shroud surrounding the heater control module is independently removable, that it will simply unclip if slid horizontally, toward the rear of the car. (When I took it off, I pressed down two of the retaining tabs, working through the aperture previously filled by the touch screen module. However, I hope that was merely the luxury of unnecessary caution accrued by removing the previous three pieces, and that the shroud would just pull off without breaking.)
If the shroud does just come off, then removing the section that includes the oddments tray (with the cigar-lighter accessory socket and the USB port) will afford enough access for popping out the bulb holders from the lower rear of the heater control module. A mirror would probably be of assistance. The bulb holders are at approximately 1/3 and 2/3 of the width.
The oddments tray is integral with the toilet seat shaped part surrounding the gear stick. It just pulls up (given sufficient force). However, to move it properly out of the way, it is necessary to detach the leatherette gear stick shroud, and its chromed plastic base. The chromed plastic base unclips by being pulled upward, or by being pushed up from below (which is possible with the first part sufficiently raised.) The chromed plastic base unclipped, it can be turned and tilted to pass through the "toilet seat".
Note that removing the part with the oddments tray leaves a lower section of the central floor console still attached to the floor. Removing it would afford more clearance, but I doubt it's needed. I didn't investigate what retains the lower section and so I suggest taking care to pull only on the upper section, when you are trying to remove it.
I fitted "T5 W3W 286 W1.2W Super Bright 3D COB LED Wedge Gauge" bulbs. They were a couple of millimetres longer than the dud filament ones, and I could not get the bulb holders to clip back into the module. However, there seemed to be enough spring in the power cables to keep the bulb holders pushed home, and the controls are well illuminated. (A link to the bulbs I purchased:
https://www.ebay.co.uk/itm/upto-10X-T5-W3W-W1-2W-Super-Bright-3D-COB-Led-Wedge-Gauge-Dashboard-Lamps-12V/222864228870.)
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