I want to say that the lights in the HVAC controls are small incandescent bulbs that are soldered onto a circuit board so replacing them will probably be a PITA.
You are correct on this. Changing just the bulbs will not do anything without the red film removed. You will need to remove the red film some how.
1999 GP GT 18" Boss 353 Concave|SLP CAI|Borla Cat Back|Plog|HV3|HV TB|ER Rockers|Custom Retrofit Projectors|GMPP Lowering|GMPP Handling|MPD F1|Full Diode Dynamic LEDs