thanks for the replies... armed with your suggestions I went out and fought with the lights again. This time, I won!!
Turns out they don't turn, that is to say they don't unscrew, they 'just' pull off. There are three little clips in the base that holds the glass piece on and you have to pull down to remove. I sort of turned and pulled at the same time as well has finding a point on the cover that seemed to 'want' to come off.
Here are some pictures of the lamp apart.
Next thing is to find some LEDs to replace these bulbs. I'm not sure if they are just simple incandescent or halogen bulbs. And I'm not sure what LED would replace them... any suggestions?