Hi U.S. Diver,

I haven't had my 940 switches out yet, but have replaced lots of grain of wheat lamps in 850 switches which are likely the same setup.

Once you get the switch out, you'll see a small round (5mm) holder with a screw slot. Twist it about 30 degrees CCW and pry it out with a thin blade screwdriver.

Note how the wires are positioned by the screw slot
Un-do the wires to remove the old lamp and fish in a new lamp and
route the wires as they were, snip off excess wire.
Press back in and twist CW to lock.

What you want is: 14v 3MM grain of wheat lamp 0.91 Watt
You don't want 12V lamps in a 14 volt (or more) car, especially for lamps
that are a PIA to replace.

You can get 30 from china for $10
https://www.ebay.com/itm/402379569498

or goto www.memotronics.com look up "8111" box of 10 $5.21 + shipping
The holders & lamps are available if the holder is gone.
You can call Johannes at Memotronics for info. 903-732-0058

Good luck, Bill