The Sylvania 2721 replaces these and the transmission indicator light. I just replaced the center vent lamp today. It is the hardest of the three, but not too bad......
The left and right vent controls are held in with spring clips (just barely visible). Use a small screwdriver or awl to lift these and gently pry the unit out. The bulb is then visible and can be popped out and replaced.
The center unit has a Phillips screw on the right (in the glove box) and left (need to pull out the instrument cluster). Then use a small flashlight and allen wrench (about 2 mm) to release the linkage on the right side of the thumb wheel. This may also have spring clips on the left side that need to be released. Pull the unit out and replace the lamp. Replace the unit, screws and reconnect the allen screw to the linkage. This requires some fiddling to line up but not too bad.

Brent Smith
Atlanta, GA
1986 300E 293,000 miles