only splicing you have to do it into the harness for the corner bulbs already there.
Cutting the hole is easy... they make a stencil you can use online somewhere... I don't remember where I found mine.
Spray adhesive
Dremil
a steady hand
Touch up paint
electrical tape/shrink tube (if you want to be "legit" lol)
Dremil the hole out with the stencil... it prints to exact size off of the rub strip on your car. use some spray adhesive to make sure the stencil stays on the car. Then when you've cut the hole put touch up paint on the fresh surface to prevent rusting.
I did it in probably 2 hours with messing around outside on my EG. a lot easier then it seems, but just be sure to keep a steady hand. Cut inside the line on the stencil, then use a file to get it exactly to the line.
here's the site for EG's... I don't think it'll be much different for a teg tho:
http://members.cox.net/ninety2sir/techref/sidemarker/sidemarker.htm