I just ordered some clear sidemarkers off a website (I think it might have been for a VW Jetta).
What I did was made a template for the hole I wanted to drill. I used copper clad fiberglass to do this (I did it at work), but cardboard or something like that would work. The template looked like this:
Then, I taped up the fender with masking tape, and lined the bottom edge of the template up with the top of the rubber molding on the side of the car. I lined the corner (with the red arrow) up with the edge of the door where it meets the rubber molding. Then, traced the hole to the masking tape. Then cut out the hole using a dremel with a cutting disc. I cut inside the line though to avoid cutting too much, then used the cutting disc to trim the hole to size (test fitting the corner lense several times).
Then, did the same thing on the other side of the car by flipping over the template and using the other side. I lined up the template on the other side the same way.
It was really easy, but just make sure your hands are steady so the dremel doesn't kick back and go tearing across the fender.