Hi Neil,
I had these on my car at one time. I've looked but don't have a decent picture of their fitting, so I'll just have to use 1000 words instead.
The grilles are fixed to the headlamp tube with a flat bar. At the end of this is a curved section which fits under the headlamp tube to match its shape.
They are secured with the included bolts, which have a square section under a domed head, like the kind of bolt which sheds are screwed together with. The square section of the bolt fits into a square hole in the grille bar's curved section to stop it turning. The other end of the bolt has a wingnut.
You need to drill a hole vertically through the headlamp tube at the right location, I did this I think by unhooking the headlamp bulb connectors from the plastic block and pulling the wires out of the way toward the centre of the car. Of course tying a good bit of string or two to the wires so that I could pull them back out again afterwards.
Then its simply drill the hole in the right place, pull your wires back through, push the bolt through the curved bit of the grille bar, and through the headlamp tube, wingnut on top and reconnect the headlamp wires.
In the end my grilles broke at the edge through vibration - they are not terribly robust (I think the ends of the square which holds the grille part were braised), then I used one of them as a grate repair in a rented house's fireplace for a few years until it disintegrated.
TBH I've seen better and stronger homemade solutions though, I would make myself if doing it again. And they do look wierd if your car is a round headlight model.
Chris