I had added this drivelights to the Roadster, same items as mounted on a P4SS, and yes, drilled into the wings. The difference to the P4SS is that concerning the P4SS this lights have to be switched on and off via a toggle independently of the actual light configuration. So to use it you have to fiddle with this toggle.
Going another route my dealer fitted this drive lights on the Roadster in a way you can switch them on and off generally via a free button (used in other cars for AC). And when switched on via this button they beam together only with the high beam position of the regular lights and when using the flash.