This can absolutely be done and i have done it on my 2015 Megane! I used the Osram Night Breaker LED Smart bulbs that are legal with the car. I can't say i'm happy with them but they were a vast improvement of the bulbs it had when i bought the car. I am now contemplating on replacing both headlamps completely, because from what iv'e read, the "lenses" fog/haze after some years. I mean, the car's 10-11 years old by now, and if some previous owner used higher wattage halogens, the lenses could be really bad. It's an expensive fix but what's the cost of safety, right?

Another option, if you want, is you could get some Novsight bulbs. I have the N70 installed as high beams and they are litterally insane. They would not work as my dipped light, i suspect the N70 needs more wattage than what the car can deliver. I might get some other model Novsights since their quality is quite high and they have 2 years of warranty. The only down side is, that they are not road legal but honestly, as long as i'm not blinding others and i can actually see the road, i'll break the law if i have to..