I have 2006 Cayenne S Titanium with 70K miles.
I am trying to change the cornering bulbs using the info from this forum and from Pelican Parts.
When I turn the Hex shaft to release the bulb, I hear a click but no movement of the headlight. More turning only equals more clicks (I assume there is a stuck mechanism under the headlamp assembly). If I turn one 'click' and pull on headlamp , should it start to move? or am i missing something?

 

The headlight assembly usually moves forward and is released with less than a full turn of the key, so that doesn't sound right.
Does the same thing happen on both sides?

Did you check if the rubber trim around the assembly has bonded to the body?

 

Sounds like your tightening...watch this

When loosening, they should come out a bit when turning the key.
When tightening, mine did 'click' once they were in the correct position.....but push the headlight assembly in as your waiting for the click.

 

i've been discovering with each DIY that the Cayenne is one strange animal. from headlight bulb replacement, to oil filter changes, to battery replacement ...

the headlamp should pop out with about 1/4 turn of the tool. i believe there is an arrow showing the direction, but if memory serves, it is anti-clockwise.

 

If you look in the middle of the picture, just above and to the right of the middle green arrow, is a metal rod with a bend in it. When you turn the hex shaft, you are turning this rod. It has to clear a lip on the headlights which is the click you're supposed to hear.

When I take my headlights out, they don't just pop out, I have to wiggle them a bit to get them started.

 

The direction changes depending on which one you're removing. One is clockwise, one anti-clockwise. Gotta look in the owners manual or at the barely visible diagram by the hole for the tool. And that cover for the hole is really a hoot. I always feel I'm going to break it. Haven't. Yet.

 

If it keeps turning past about 3/4 of a turn, it's broken.