If you're using OEM quality bulbs there's no reason they should be failing that often (if you're not buy a set of Sylverstars and see if the issue persists). The root issue is therefore obviously somewhere before the bulbs and bulb failure is the symptom and not the cause itself. Changing bulbs will not address it. LED bulbs might be less, equally, or more prone to failure than halogens as a result of said issue, there's just no way of knowing. I suppose you can try it and cross fingers that LEDs can withstand whatever the root problem is, but if were me I'd want to know what the actual problem is ... especially since plug & play LED bulbs aren't of the the highest quality and might fail for completely different reasons, making tracing the root issue even more confusing.
Is it happening to you on both housings or is it just the same one side that keeps failing?