taking apart the climate control isn't difficult. The changing of the LEDs is the tricky part.
You will need to replace the red LEDs with the blue LEDs of same brand & type. Any other LEDs may either blows, or just not light up. However the most difficult part is that Automotive LEDs are usually sold in bulks & I doubt you can find them in your friendly Neighborhood store.
By the way, I design automotive center console area as my day job.