It's good that you are asking this question, because I did this 2 weeks ago.
When I was changing my bulbs on all the lights, I found that the clearance lights (particularly the passenger side one) were a pain in the ass to replace. I spent maybe 2 hrs trying to twist it

with no luck. So I took some small strong tweezers and used lots of force to turn the bulb clockwise (I believe it was clockwise). It finally worked, I was overjoyed

. Try that. You won't have any luck using your fingers, because I didn't. There's not much space for movement on that side.