Do I need to take the whole headlight assembly out to replace the turn signal bulb?

No there is no easy way to get to the lights, although I think it is fairly easy to remove entire assembly to get to the bulbs.

There is no easy way.To remove the light assbly. is also very difficult, the whole front bumper wil have to be removed, and going through the wheel well i still could not get my fingers to turn the socket. I got my fingers in the back of the light, released the latch, removed the plug, than i manufactured a tool to reach and turn the socket, it became so easy that i replaced the other light in about 30 sec.