The lights I ordered arrived this afternoon along with the S-max shrouds I requested. The shrouds do look quite bulky but I think they will fit. unless you have glued the shrouds to the projectors then they just slide off so no need to remove the projectors.
As I found with the lights on the Yaris a trial fitting and power up in position before refitting the cover is a good idea if you can do it.
I managed to get the lights to match the originals so they have needed only a small tweak.
Interesting point about the headlight adjustment fouling with the shroud. Will take care to make sure there is enough of a gap.
The shrouds I have look like this.
http://www.aliexpress.com/item-img/...r-Headlight-Lenses-H1-H4-H7-S/1815501373.html#