Yes you can, i have replaced the illumination in my MY02 Heritage to Blue leds, i bought them from superbrightleds, i think i got these for illumination
http://www.superbrightleds.com/moreinfo ... -base/204/ but they are good when the dash dimmer illumination is set to full, otherwise a bit dark,
they now sell these
http://www.superbrightleds.com/moreinfo ... -base/205/ which are double the brightness and price, may be a little better you just need 4 t10 wedge led and you twist the holder out then pull them out.
also the cluster has a colour filter, so if you use white leds they will be teal, i know blue work good. not sure about other colours, red should be fine, and green too.