I had the "Bulb Failure" warning come up on the dash the other day. Traced to nearside Brake Light. Thought I would replace both Brake/tail bulbs & all 4 Indicators with LED's. Bought "can-bus" compatible bulbs, but on fitting them is were the problems begin. The fronts are a nightmare as hardly any room to get your hands in to remove/replace bulb holder(or do you have to remove headlight unit?). Indicators worked ok when using "Hazard" switch, but flash too fast if using left/right. Did a bit of Googling & I either have to fit load resistors to each of the indicators or get an LED flasher unit(more expense!!). The Brake/Tail lights seemed to work ok, but on switching on ignition the side lights come on even with the Light switch OFF!! For the time being I've gone back to filament bulbs. 

Anybody else had this problem??

I know the front bulbs are tricky to replace and the air box needs removing so in order to get at the holder. You shouldn't have to remove the headlights. 

The problem you have is that the bulb holders weren't designed for led bulbs and as you rightly pointed out you would need load resistors. 

Sorry i can't be of any more help. 

Cheers

Steve