I had exactly the problem, tried to change the side light bulb in the cold, and the pull out tab broke. I did consider a new light (and infact there was one on ebay going for £20 not long ago, with the tab in place). However, in the end, I changed the bulb with out taking the headlight out.
My solution was using my wifes No.7 blusher, which has a round mirror in the case. Wedge this against the wing, so both your hands are free, and you can see the bulb holder. Lokking at the holder (upside down hrough the mirror, you will see the two cables going into the bulb holder. You will also see the white headlight housing, and the holder itself.
Then, its a case of spending an hour choosing the best tool to get it out. I found using a very thin flat screwdriver (with a short shaft) I could wedge it between the housing and holder, and work it out enough to get a pair of long nose pliers onto it. Its a case of grab, pull, wedge, pull until the damn thing comes out.
Hope it helps!