I thought that I could do this using the answer from "How do you remove and replace a headlamp assembly - not the bulb - on a 94 Grand Cherokee?". However, the bottom screw that holds in the sidelight was unmovable and I couldn't get an Allen type screwdriver in between the indicator lens and the sidelight lens - but I have done it without removing the sidelight.
There are 3 ball and socket type joints, left, right & bottom, behind the unit. I had to give the assembly a really hard pull to get it out but once the joints separated it came out. I'm not sure if this is the right way but it worked for me.
1. I wasn't bothered if it broke coming out because I am replacing the whole unit, so if you don't want to break it I guess you'll have to be careful. My unit cracked, but as I said it was going in the bin anyway.
2. My lens had come off and been lost, so I was able to get hold of the unit by gripping inside and out. If your lens is on it will be more difficult.
3. IMPORTANT. Wear some heavy duty gloves because there are a lot of sharp bits on the unit, especially if it breaks it can be quite nasty.