Tom, i had the same problem with the glovebox light not working on mine, bugged me for ages. I had pretty much everything else working except the glovebox light so i changed bulbs, units, wiring and last of all i checked the fuses as i thought "phuh more things would be out if it was a fuse. . ."
However that was not the case, i replaced a split fuse and voila glovebox light now works. So i'ld recommend you check your fuses out before bothering to change the unit if you know the bulb is good. Remember your glovebox light will only work when the car is turned on, or mine does lol
Think the fuses to check were either number 7, 11 or 21 off the top of my head, best bet is to start one end and pull one out and if they are see through check to see if the curve inside is complete if the curve is broken then its a dodgey/blown fuse and needs replacing if they arent see through then change it for a see through one then see if that makes any difference or check the strip of metal along the top to see if that has any breaches, make sure you make a note of which hole the fuse came from as i have many empty unused holes in my fusebox lol so could get a little confusing. . .