Hi,
That screw on the front of the grills dont really do anything at all, as when you remove the whole unit that screw comes out from behind the plastic.
I had to change the whole unit as the glass cracked and it was a royal pain in the backside,
you can change the bulbs from within the engine bay if you have very skinny hands and can do it with your eyes closed.
If you look under the front bumper you may be able to remove the backing plate to access the bulbs, its been a while since i had to look under there.
when i had to change the whole unit i had to remove all the wheel arch lining and other plastic guards to get to it, i thought they would have made it much easier to access.
hope you get it sorted.
Chris.