Done. It's not dark out enough to test, but I'll take another video of me driving around like the snow video for comparison.
It took about 4 hours. 3 hours figuring out the first one, 30-45 minutes fo the last one, and then cleanup.
The first one took me a long time for numerous reasons. First, I tried to see if I could do this without jacking the car up -- I'd previously gained access to the rear of the headlamp assembly by turning the wheel out. There's pretty much no way to do this without removing the wheels. Fortunately, I have a floor jack, so I grabbed that, tools for removing the wheels, and a mirror so I could see the jacking points. My jack is too tall to fit under the roadster. I tried a couple "modifications" to the jack to no avail. I ended up putting down a couple wooden boards and driving on top of them to raise the car up enough for me to get the jack under.
Getting the wheel off and whatnot of course was pretty easy (I swap my own snow tires on the Subaru). I found the front wheel & tire (I have the black forged wheels) to be exceptionally light.
I got the halogen lamp out no problem. Getting the new one in, however, proved very difficult -- which really ended up just me being unwilling to back out the mount screws more than the OP (MPT) suggests. Being careful not to back them out so much that they fell out (I don't have a magnetic screwdriver), I loosened them up quite a bit which allowed me to get the 3 lips of the lamp into the mounting grooves and twist it into position. I then tightened up (not too much) the 3 screws I'd loosened.
I also chose to drill a hole in the center of the cover like scott451 did. The wiring and all that was pretty simple. Locating a place to mount the controller was a little tricky (it's just a tight awkward area to work in, especially on the ground and in below-freezing weather). Pictures:
Wheel off
Gasket off (original lamp installed)
Original lamp (still connected)
Disconnecting original lamp
Empty lamp mount (you can see the 3 screws I mentioned)
New lamp installed
New lamp installed & partially connected
Controller connections
Final install (you can see the controller mounted to the orange behind the right clip for the wheel well cover)