How difficult is it for me to replace the dash lights?

Well, you need to remove the air bag, steering wheel, make sure the clock ring won't be damaged, combination switch, etc.. Not an easy process. You can damage the clock ring, air bag if you don't know how to work on those components EXACTLY. I'd suggest to take it to a VW/Audi specialty shop and ask them to do it for you. Zee

The previous answer assumes removal of steering wheel. I am not a pro, and I can remove the instrument cluster in 5 minutes without taking off the steering wheel. Just go nice and easy: Remove the plastic at the base (screw holes are on the bottom. It comes off left to right (inserts into hole at right end of cluster. There are three screws holding the cluster in place. Remove them, and then work the cluster out, bottom first. Once the bottom comes out a little, flip the top towards you, slowly. You will see the back of the cluster and the lights will be exposed. To get more room to work, remove the leftmost plug. Or, remove all connections and take the cluster to your workbench. I had to replace the mini-bulbs in my outdoor temp gauge and gear indicator. Removal was easy.