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I'm sure you can find a DIY on how to remove your headlights, which is obviously the first step. Once the headlight is removed, pull the back cover off to expose the plugged hole that we need to drill/dremel out.
I used a decent sized drill bit on a low speed to just start a pilot hole in the City Light hole.

I finished the hold with a dremel with a spear grinding tip. Was able to get a perfect factory looking hold in the housing.



Picked up a set of "sidemarker sockets" from Pep-Boys for about $4ea. The ones I grabbed are rubber so they can be wedged into the hole you just made so they are nice and snug. Plastic ones might be a little tougher.

I had to use a pair of angled wire cutters to cut the locking tabs off the side. I cut them in a wedge shape to when you push the socket into the hole, it gradually gets snugger so it doesn't move once you push it in.

Now, the LED bulb I got on eBay ($1ea) only works 1 way, so test it before you button it back up. Took me 2 tries to get it right.

Took this opportunity to also throw in a nice set of these silvania corner bulbs, but back on topic.

I also picked up a little box of T-style wire taps. You need two per side... which is nice since they come in a box of 4 sets

Now, I forgot to take a pic of this step, but, all you do it tap your ground wire (black wire from the socket - brown wire from the blinker) and tap into the constant power to the blinker (red wire from the socket - green wire from the blinker). Now when you turn on your parking lights, your City Light will come on. You of course can wire this however you'd like, this is just the easiest cleanest way I could think of.
Also, I bent the contact that connects to the green wire up, so it doesn't touch the contact on the housing. This way, your blinker won't turn on with your parking lights, just your City Light will come on (like Audi intended it). Your blinker will still work though.
unbent

bent

Put everything back together, and enjoy your work.

Now, before anyone says anything, the LED bulbs I got where yellow, but clearly look amber. Since this, I put a set of white LED bulbs in until I can find a better set of yellows to match my fogs. So just an FYI, be careful of the LED you pick, make sure its the right color. The style of bulb I chose is the one offered by ECS as an upgrade to the GTi City Light and it fits the best, just need a better color.
Total Cost - ~$15 (Bulbs - $2, Sockets $8, Wire Taps $5)
Time - ~2 Hours
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