They are held on by plastic retainers in the SHO. The retainers are a molded part of the bezel. A couple of pics below may help.
First is the location of the tabs by model year...
It helps to be able to access the back of the retaining tabs. Loosen the three screws on the front of the wheel well liner... It doesn't need to come off completely for this job.
Just go slow and don't bend the pointed front end of the bezel. I found that starting laterally was best for me. I used a Lamin-X squeegee to add some relief helped get it started and didn't scratch.
You can't miss putting it back as the alignment notches will guide you.
Here's those guides on the passenger side with the bezel off... The pics above are all the driver's side.
Hope this helps.
Good info on the cardboard... My main reason to loosen the wheel well liner was that by seeing the tabs inside sticking through the bumber I could minimize prying by applying pressure to the tabs toward the horizontal center of the bezel while simultaneously pushing them toward the outside of the car. I moved the squeegee as needed to maintain the outward pressure like a third hand.
anyone ever have a small gap in the fog light bezel? like on the top where it touchs the bumper. i noticed i have a 1/8th gap there. i was concerned till i saw it on a 2015 on the lot of a ford dealer but after seeing those pics i dont see any gap lol