You drill them out with a smaller diameter drill bit, nice and steady. It should munch through the screw and the excess will be removable if it hasn't been drawn out already.
As for your fog lights T8ups at EM Tuning can supply these if its purely the white colour you are after for asthetics, however if you want the fogs to be usable there are various bulbs like Phillips Diamond Vision bulbs which will give a whiter appearance than the OEM bulbs.