Due to a recent post on smoking your front lights, I've had a little play with a broken front indicator from my X3 project I've got, to see exactly what you need to do to strip one down.  There are quite a few pics to explain exactly what's going on in each step.

The lens itself is actually made of plastic, so there's less chance of getting cut (though it is possible) ... However, you will need a set of thickish gloves later on, a large-ish flat bladed screwdriver, and a Phillips / cross-point screwdriver to stip the lens down.  Here's how it goes...

Here's the lamp unit as it is...
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There was a rubber seal around the edges - peel it off (easier via the middle thasn at the ends), but try not to pull it too much so you stretch it! ...
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Next, on the back is a rubber vent tube, simply pull this off.  It was easier to start somewhere along the strip rather than at the ends, which are stuck on pretty tight...
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Now the last step before oven time - don't forget to take out the bulb holder (and bulb) by turning anti-clockwise 1/4 a turn and then pulling out...
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Now it's time to heat things up.  Stick you lamp in the oven, set it to 200 degrees Celcius (yes, from cold - shorten the time in the oven if it's already hot), and wait about 5 minutes.  Have your flat-bladed screwdriver and gloves ready...
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Get your gloves on, then take the lamp out of the oven and try levering at the top of the lamp unit between the lens and the case - it should seperate fairly easily...
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If it's quite stiff, pop it back in the oven for a couple more minutes and try again.  If it's still stiff, you might need to use a smaller flat-bladed screwdriver to push down on the tabs as indicated by the arrows (2 on top, 2 on the bottom - as shown in this pic)...
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Finally, you should have the outer lens off ...
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Now there's an inner lens too, this is easily removed by taking out the single screw at the inner top edge of the interior lens as shown in the pic...
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With the screw out, turn the lamp upside down and give it a jolt against your other hand - the interior lens should just fall out like so...
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Some of you with the older X3's may have the orange lens inside the lamp unit ... it is melted into the plastic, no heating it won't help.  Simply hold the lamp down sideways, and hit it hard with a hammer...
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BANG! - and the orange is gone ... If your's doesn't come off in one piece (like mine did), then just use a set of pliers to break the rest of the bits off.  As long as little is left, you won't get the orange in the lamp unit (so fit some silvered orange bulbs instead - only about £5 on eBay)...
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Here's my orange lens out in one ...
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And finally, the bare lamp unit, ready for modding ...
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Now you can happily mod the lamp unit ... But when it comes to refitting the lenses, simply pop the inner one back in and reinstall the screw, then heat it up again and press the outer lens back into the lamp unit again