You almost certainly need a new header panel (part number 5529 4926 I believe, at least for 91-96). The OEM signal and indicator mounting screws are non stainless steel and rust badly, so if they twist off, good luck getting the stubs out of the plastic panel. Every time I get a new-to-me XJ I turn down the heads on some #8 and #10 stainless steel pan-head screws from home depot and replace every screw in that panel that isn't already too rusted.
EDIT: possibly disregard... the parking lights are the ones that usually result in broken off screws. If you can get the screws for your headlight bezels out without breaking them, you just need new headlight bezels and preferably new (stainless steel) screws to hold the headlight bezels in again. Headlight bezels can be had for anywhere from $4 to $20 each on a variety of sites... don't get the ones RockAuto has, they don't quite fit right. The part numbers you want for those depend on the paint colors etc so you're on your own, good luck!