I just finished replacing all of the bulbs in these as well in my Wife's 2004 Tahoe.
1)Removal of the switches was a piece of cake.
2)Changing out the bulbs was a piece of cake.
3)Installing the top switches was a piece of cake
4) installing the bottom switches was a PITA!
5) removing the airbag was a piece of cake. lol
What I ended up doing was cutting the end of the connector off! I then made a nice little splice, added a few inches of wire and re-attached the connector. After this I simply plugged in the switch (just like you should be able to anyway)
As i was installing the airbag I got to wondering if they didn't want the risk of extra wire around the airbag. Who knows though?!