There are two L-shaped pins that has to be remove to detach the headlamp assembly. Using a small flat screwdriver, pry on the lever of the inboard pin. Rotated the pin so the short part of the "L"-shape was pointing toward the front of the truck. Note that after a few years, the dirt and corrosion made these pins hard to turn, so the screw driver is needed to use as a tool to pry it out.
Then pull the two pin straight up, releasing the headlamp assembly. Using a flat screwdriver end, pry up the release tab on the electrical connector and pulled the connector out of the headlight bulb end. Turn the bulb to remove it from the headlamp assembly.
Put everything back together and grease the pins to help slow down corrosion.
If you even need to replace the bottom turn signal lights. Your going to have to remove the headlight assembly to reach the Spring clip that holds the turn signal assembly in place. The spring clip is located on the fender side and the center of the Sierra side is just hooked in place on the grill.