Its not quite as simple as just changing a few bulbs Im afraid, they are all surface mount led's , and its a lot of soldering, swearing and risk of damage to circuit boards before its done.
This thread gives some of the details, in addition to the LED's you also probably want the gauge faces that are from Blackcatcustoms
Im currently in discussion with Simon at EssentialMini who have been doing this kind of modification to Minis for several years, including the BlackCatCustom gauge faces, about trying this on a Z .