Ok finally tackled the job of getting my newly installed euro lenses to fit more flush in the bumper opening. See my pic a few posts above for how they looked upon initial installation. The front edges were sitting too far out - I wanted them flush with the fog lights. If you're in the same boat, here's a mini DIY:
You'll need a dremmel tool and a phillips screwdriver.
Step 1 - Dremmel off the tops of the bolts that formerly held on the ugly rubber bumper-ettes (red arrows in the pic below). This allows the front of the lenses to recess further into the bumper opening, but not quite enough, I found, to sit even with the fog lights.
Step 2 - With a small bit in the dremmel, trim some material off the rear of the slots in the bumper cover that the hooks on the back of the lenses fit into (blue arrows). I took off about 2mm, did a test fit, and ended up taking another 1mm or so off.
Step 3 - With the dremmel again, widen the rear mounting hole in the bumper cover a few millimeters towards the rear to allow for more rearward lens adjustment (yellow arrow).
Step 4 - Optional - At the rear mounting point of each lens I added a 1/16" washer sandwiched between the back of the lens and the speed nut. This pushed the rear of the lens outward a little, while also pivoting the front of the lens inward and a tiny bit closer to the fog light. The fit is really tight and clean. Done!
Now, I can report, the fit looks 'factory':