How hard is it to get at the back of the 240 instrument cluster?
Thanks to Kittysgrayvolvo 240 photo it looks like the same lamps used in 740/940/850

You can buy new dash illumination "lamps with socket"
Goto Ebay and search: "CEC PC194"

Better and cheaper is to just yank the wedge bulb out of the socket and replace only the bulb with: Goto Ebay search "CEC 193" The socket never burns out.

CEC #193 Bulbs, 14 V, 4.62 W, W2.1x9.5d Base, T-3.25 shape (Box of 10) $6.08

Another option is to replace with LED wedge lamps that go in two ways and only
one way works (Since they are diodes)

Look at the options at Ebay for 193 LED wedge lamps. If it's easy to get at them then give a try. Dunno if they are dimable, I doubt it.
But they might be what you want and they are cheap.
Notice some have a printed circuit board base, and others have a molded plastic base with the wires for a contact. Maybe the PCB base is better, I don't know.
They also come in different colors.
If you like to tinker, try out the LEDs and report back.

For the idiot warning lights its the same story, buy with or without socket.
Replace only the lamps with "CEC E37"

Happy new year, Bill