I don't know about other people's experience with this, but changing the headlight bulbs is quite a tricky job on the ST (facelift model).
Ford couldn't have made it more awkward if they tried. The bumper is in the way of getting the entire light unit out of the engine bay, so you've got to basically bend the plastic quite a bit to get it out.
Here's a pic of the area of the bumper I'm talking about (circled green)

Getting the lights back in is even worse. I managed to scratch the paintwork slightly (not very noticeable, but I know the damage is there and it's annoying).
I've haven't done this job before, so I was inexperienced. If I were to do it again, I would have protected the bumper with some cloth or tape to avoid scratching of the surface. Common sense in retrospect, but at the time I didn't realise it would be as difficult as it was to get the light unit in and out.
Anybody else had the misfortune of having to replace the bulbs?