My heater control lights are going out, just wondering if anyone has replaced them with led's?

I do have replacements already in my possession from radioshack, but just trying to figure if there is a better way.

And I'm talking the 3 bulbs in the heater control, they are each in their own holders. I'd have to wire in a resister I think, just wondering if anyone has indeed done this already, results, or how they went about it.

Andrew