i got the blue 04 and was actually just about to dive into that project when i saw your post. it should be pretty simple. take off the windscreen, take off the gauge cluster, replace with either a blue bulb or led. depending on which it has. then the reverse to put back together. i changed out my lights in my mazda a year ago and all it was was a different color bulb.
They have to be soldered on to he circuit board. Ive done it and its kind of a pain in the
@$$. You have heat up the original led lights with a soldering iron and remove them
then re attach new ones.. I used tweezers and it helped. Those damn leds are tiny..