I've gone down this road before as well with my '05.
The lights are actually standard micro lightbulbs, though they are tiny.
I guess LED's are more costly.
The whole unit has to be replaced, not worth it in my opinion.
I tried to do one of mine, removing the steering wheel, air bag,etc. wasn't
too bad, but getting the switch out and the wiring is a royal pain in the arse.
The wires are too short to get the switch out without damaging something.