Yeah the horns were a major pain when I did mine as well, although I have to say the second headlight went much better once I was used to the required motion. Afraid I put a few, uh, practice divets in the first headlight, but I eventually got everything sanded even.

The 3M kit is amazing, maybe I'll have to look into those stick-on headlight covers that were for sale on eBay awhile back. Also made by 3M if I remember correctly, and were even custom-fitted for the VX (even had the horn section).