Replacing Xeon bulb for low beam headlight (2014 CX-5)

I need to replace the xeon bulb (right side) on my 2014 CX-5 (in the headlight). I have taken the wire off and have been able to turn the part that holds the bulb clockwise, but it does not come off. Do I need take the whole headlight off? I have searched this forum but cannot find instructions for replacing Xeon bulbs. I appreciate any help and direction. Thanks.