Its quite easy...I believe you'll need 9004 bulbs and the correct plastic connectors which you can get from either Bekkers or PUMA...no cutting or splicing needed ...just re-install the colored wires according to their diagram and plug in....took me like an hour from start to finish on my old 2.6 190E.
Never heard of DEPO Euros...are they knockoffs? PUMA will sell you real Hella Euros at a super cheap price with bulbs and connectors and instructions that a child can read...f- that other junk.