I've done it:
remove the facia (pain in the bum with the heater knob)
cut the slats out. mines more obvious than standard as i have the "piano black" facia that is basically a thick sticker, makes getting the edges right a pain. wouldnt trade it for a bland standard one though.
use the autoleads adaptor as seen at the top of the thread. for single din leave the middle slat of the adaptor in situ, for double din cut it out.
the adaptor comes with a storage pocket for those who want single din. however its finish is poor. I went to the scrappy and removed the storage part from a mk3 fiesta centre console which is din sized, trim the clipping on the body slightly and it looks far better as its geniune ford and has a better finish.
see pics: I had a single din with fiesta mk3 storage, now i have a pioneer double din with bluetooth, rear usb, full ipod control and telephone function (mic located on A-pillar) its the dogs and is only £237 from dynamic sounds.
mk3 storage

cut middle adaptor slat for double din

sweet

i really need a dremel or something to clean the edges up slightly, but tbh it lokos better in the flesh.

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Fiesta ST 55 plate, pre facelift, tints, K&n, Mongoose flexi, double din pioneer. piece of crap thrashed engine.
www.FIESTA-SI.COM