Impossible isnt a word when it comes to modding a car. If you want it bad enough, you can make it work.

The only drawback we have with the lamps that Ford gave us, is the angel eyes wont be as clear as they could be.
Best way would be to pick up a lamp from the junkyard and mod it. If you like the results, duplicate it on one of your lamps. If you dont like it, you havent touched the parts on your car.

I still stand behind the city light mod for the pre-98s. It is extremely simple to do, doesnt hurt light output, and if you dont like it, unplug them. All you need are four (six would be better so you could do the markers too) LEDs, the proper resistors, a drill, some silicone, and some compressed air, though a vacuum will work too.
Im not sure how the Mexican police are with different colors but with LEDs your choices are almost endless.