Click here for a list of all the lamps on a Roadster.
Use a TX25 bit to undo the retaining screw:
Holding the whole assembly, slide it 5-10mm away from the car until it stops.
The whole assembly will now pull free from the car.
Unscrew the lamp holders by twisting them about 1/8th of a turn.
Replace the offending lamp
When replacing the assembly, be careful not to overtighten the retaining screw. The thread is easy to strip.