I thought about doing these too, i agree they look alot better than the standard ones.
It would be hard to explain how to go about it without having the kit but i would say the best way is to modify the kit pieces by filling and re-drilling the holes for the new lenses.
This is something i've been playing around with - altezza style rear lights for the celica. The clear parts had some of the detail scraped off and then polished out - 1st pic shows the original on right. The second pic shows just a rough set up with the inspiration pic in the background, i will make the proper housing for the red lens eventually.
The lenses are by MV Products which are normally used in military and rail modeling.