The foglights are LED. I have seen only one person here change their foglights - if I remember right, they used Morimoto LEDs and they custom fabricated/3D-printed the brackets for the new lights. The output was much better.
If you wanted yellow foglights, I would suggest vinyl wrapping the lenses with a transparent yellow film. I did it once, but I remember having to use like 3 or 4 layers of film to get the output colour right. This will of course reduce the output/intensity of the foglights, but because they're not really that powerful in the first place, it's not a big deal.
Here's a couple of pics. I only had the film on for a few months I think.