There is no need to change them until you are over here, Beam benders from Halfords will do in the first instance.
Once you are settled and seriously looking to re-register onto Spanish plates, a trip to your local Main dealer or Desguace (scrappies) should suffice. Desguace prices are a hell of a lot cheaper than in the UK.
Remember also that if your car has only a single fog lamp / reverse light they will need changing over so that the fog light is on the left side of the car This may entail different rear lamp clusters too.
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