I just did the mod 5min after reading this.. It works well! Make sure that you get the entire nob off or it will not lock in on the electrical socket. I think if you have aftermarket headlights the fit is not as smooth as the OEM's (in regards to the threading). I have one Ford and one aftermarket and the aftermarket gives me hell to twist the bulbs in while the Ford one just turns right in. Maybe that's your problem...
PS
I found the razor to be too tedious so I heated up a flat head screwdriver and carefully melted the nob off. It was very effective!