The top 2 buttons left and right can be taken out and CAREFULLY put back together without taking the steering wheel apart. The wires are JUST long enough. The bottom buttons, can't be removed without opening up the steering wheel.
Here's some pictures of the switch being taken apart. Sorry, but they are with my iphone.
Here's the switch out...
Carefully open the back...
Lift the white plastic piece and the back of the switch
If the red tabs fall out, FIND THEM and you'll see on the backside of the actual black switch where to put them back.
On the lights themselves, pull off the blue cover and it looks like this...
You will then have to "un"solder the bulb and solder the new one back in. I haven't looked for a new bulb yet, not sure where to look, but they are SMALL.
Here's a pic of the bulb compared to a 194 bulb